A variation embedding theorem and applications (Q860769): Difference between revisions

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A variation embedding theorem and applications
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    A variation embedding theorem and applications (English)
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    9 January 2007
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    From the authors' abstract: Fractional Sobolev spaces (Slobodetski spaces) arise in many areas of analysis, stochastic analysis, in particular. We prove an embedding into certain \(q\)-variation spaces. Applications include a new route to the regularity result by Kusuoka for stochastic differential equations, integration against Besov-paths, a regularity criterion for rough paths and a new regularity result for Cameron-Martin paths associated to fractional Brownian motion.
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    fractional Sobolev
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    Besov spaces
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    \(q\)-variation embedding
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    rough path
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    regularity of Ito-map
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    Regularity of Cameron-Martin paths
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