Modulation spaces, Wiener amalgam spaces, and Brownian motions (Q645229): Difference between revisions

The authors establish the local regularity of the Brownian motion on appropriate modulation spaces and Wiener amalgam spaces, and prove that it obeys so-called large deviation estimates. For the ``endpoint'' results, they appeal to a Besov-type space introduced by Oh in a series of works that were concerned with the invariance of the white noise for the KdV equation and the stochastic KdV equation with additive space-time white noise [\textit{T. Oh}, Anal. PDE 2, No. 3, 281--304 (2009; Zbl 1190.35202)]. Incidentally, their results also recover the regularity of the white noise by dropping one regularity from the one of the Brownian motion. They also revisit the local regularity of Brownian motion on the usual Besov spaces. A common thread throughout this work is the use of random Fourier series.