Mouvement brownien et espaces de besov

DOI10.1080/17442509308833837zbMath0808.60071OpenAlexW2039563348MaRDI QIDQ3141170

Bernard Roynette

Publication date: 2 January 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833837

zbMATH Keywords

Brownian motionBesov spacesstochastic integralOgawa integralBesov normsBurkholder-Davis-Gundy type inequalitiescausal measurability of random functions

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Stochastic integrals (60H05) Local time and additive functionals (60J55)

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