Besov regularity of stochastic measures (Q997255)

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    Besov regularity of stochastic measures
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      Besov regularity of stochastic measures (English)
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      23 July 2007
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      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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      Stochastic measures
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      Besov spaces
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