Sobolev regularity of occupation measures and paths, variability and compositions
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Publication:2149930
compositionsfractional Sobolev regularityfunctions of bounded variationlocal timesoccupation measures
Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Function spaces arising in harmonic analysis (42B35) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17) Fractional processes, including fractional Brownian motion (60G22) Processes with independent increments; Lévy processes (60G51)
Abstract: We prove a result on the fractional Sobolev regularity of composition of paths of low fractional Sobolev regularity with functions of bounded variation. The result relies on the notion of variability, proposed by us in the previous article [43, arXiv:2003.11698]. Here we work under relaxed hypotheses, formulated in terms of Sobolev norms, and we can allow discontinuous paths, which is new. The result applies to typical realizations of certain Gaussian or L'evy processes, and we use it to show the existence of Stieltjes type integrals involving compositions.
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(7)- Sobolev regularity of occupation measures and paths, variability and compositions
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