Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity (Q5932259)

From MaRDI portal
Revision as of 23:42, 4 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article; zbMATH DE number 1596000
Language Label Description Also known as
English
Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
scientific article; zbMATH DE number 1596000

    Statements

    Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity (English)
    0 references
    0 references
    0 references
    10 June 2002
    0 references
    The authors prove several continuity properties (\((p,r)\)-quasi continuity, path \((\frac{r}{2}-\frac{1}{p})\)-Hölder continuity if \(pr>2\) and ray \((r-\frac{1}{p})\)-Hölder continuity if \(pr>1\)) for functions in \((p,r)\)-Sobolev spaces over the infinite-dimensional Wiener spaces. Applications to the local time of smooth martingales and to the ergodicity of the Cameron-Martin space are given. Proofs are based to stochastic variations calculus and Dirichlet forms.
    0 references
    Malliavin calculus
    0 references
    Dirichlet forms
    0 references
    fractional order Sobolev spaces in infinite dimensions
    0 references
    quasi continuity
    0 references
    path continuity
    0 references
    ray continuity
    0 references
    local times
    0 references
    ergodicity
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references