Besov regularity of stochastic measures

DOI10.1016/J.SPL.2006.12.001MaRDI QIDQ997255zbMATH OpenOpenAlexFDO

Authors V. Radchenko

Publication date 23 July 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1208.1001

zbMATH Keywords

Besov spacesStochastic measures

Mathematics Subject Classification ID

Random measures (60G57) Sample path properties (60G17)

Abstract: We prove that continuous paths of sigma-additive in probability set function belong to Besov space.

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• Quelques espaces fonctionnels associés à des processus gaussiens

Cited in

(14)

• Universality of the stochastic Bessel operator
• Evolution equations driven by general stochastic measures in Hilbert space
• Besov-Orlicz path regularity of non-Gaussian processes
• scientific article; zbMATH DE number 4013659 (Why is no real title available?)
• Sample Functions of Stochastic Measures and Besov Spaces
• Integral equations with respect to a general stochastic measure
• Stochastic processes in some Besov spaces
• Sobolev regularity of occupation measures and paths, variability and compositions
• Stochastic currents
• A note on Besov regularity of functions with random coefficients
• The smoothness of random Besov functions
• Regularity of stopping times of diffusion processes in Besov spaces
• Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)
• Stochastic partial differential equations driven by general stochastic measures

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