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

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scientific article; zbMATH DE number 1596000
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    Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity
    scientific article; zbMATH DE number 1596000

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      Infinite dimensional quasi continuity, path continuity and ray continuity of functions with fractional regularity (English)
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      10 June 2002
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      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.
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      Malliavin calculus
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      Dirichlet forms
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      fractional order Sobolev spaces in infinite dimensions
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      quasi continuity
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      path continuity
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      ray continuity
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      local times
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      ergodicity
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