Path regularity of the Brownian motion and the Brownian sheet
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Publication:6126176
DOI10.1007/s00365-023-09647-zarXiv2202.10114MaRDI QIDQ6126176
Henning Kempka, Jan Vybíral, Cornelia Schneider
Publication date: 9 April 2024
Published in: Constructive Approximation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.10114
Brownian motion; Brownian sheet; Besov spaces; dominating mixed smoothness; path regularity; Faber bases
60G60: Random fields
60G15: Gaussian processes
46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems
60G17: Sample path properties