A variation embedding theorem and applications (Q860769)

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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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