Besov regularity of stochastic measures

DOI10.1016/J.SPL.2006.12.001MaRDI QIDQ997255zbMATH OpenOpenAlexFDO

Authors V. Radchenko

Publication date 23 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.1001

zbMATH Keywords

Besov spacesStochastic measures

Mathematics Subject Classification ID

Sample path properties (60G17) Random measures (60G57)

Abstract: We prove that continuous paths of sigma-additive in probability set function belong to Besov space.

Review text

The author introduces the notion of stochastic measure, considers the class of continuous stochastic processes generated by values of stochastic measures and proves the Besov regularity of their paths. In particular the statement of the main theorem may be applied to the paths of any continuous square integrable martingale.

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Cites work

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Cited in

(15)

• The smoothness of random Besov functions
• Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
• Sobolev regularity of occupation measures and paths, variability and compositions
• Universality of the stochastic Bessel operator
• Stochastic currents
• Integral equations with respect to a general stochastic measure
• Stochastic partial differential equations driven by general stochastic measures
• scientific article; zbMATH DE number 4013659 (Why is no real title available?)
• Sample Functions of Stochastic Measures and Besov Spaces
• Regularity of stopping times of diffusion processes in Besov spaces
• Evolution equations driven by general stochastic measures in Hilbert space
• A note on Besov regularity of functions with random coefficients
• Stochastic processes in some Besov spaces
• Besov-Orlicz path regularity of non-Gaussian processes
• Regularity of paths of stochastic measures

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