Path regularity of the Brownian motion and the Brownian sheet

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

zbMATH Keywords

Brownian motion; Brownian sheet; Besov spaces; dominating mixed smoothness; path regularity; Faber bases

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

60G17: Sample path properties