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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English | 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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