Modulation spaces, Wiener amalgam spaces, and Brownian motions

DOI10.1016/J.AIM.2011.07.023zbMATH Open1229.42021arXiv1007.1957OpenAlexW2963485165MaRDI QIDQ645229FDOQ645229

Authors: Árpád Bényi, Tadahiro Oh 

Publication date: 8 November 2011

Published in: Advances in Mathematics (Search for Journal in Brave)

Abstract: We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p, q}_s (T) and W^{p, q}_s (T) for (s-1)q < -1, and the condition on the indices is optimal. Moreover, with the Wiener measure mu on T, we show that (M^{p, q}_s (T), mu) and (W^{p, q}_s (T), mu) form abstract Wiener spaces for the same range of indices, yielding large deviation estimates. We also establish the endpoint regularity of the periodic Brownian motion with respect to a Besov-type space ft{b}^s_{p, infty} (T). Specifically, we prove that the Brownian motion belongs to ft{b}^s_{p, infty} (T) for (s-1) p = -1, and it obeys a large deviation estimate. Finally, we revisit the regularity of Brownian motion on usual local Besov spaces B_{p, q}^s, and indicate the endpoint large deviation estimates.

Full work available at URL: https://arxiv.org/abs/1007.1957

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zbMATH Keywords

Brownian motionBesov spacesmodulation spacesWiener amalgam spacesrandom Fourier seriesabstract Wiener spaces

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Function spaces arising in harmonic analysis (42B35) Probabilistic methods for one variable harmonic analysis (42A61)

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