Sobolev embedding for stochastic processes

MaRDI QIDQ1573565zbMATH OpenFDO

Authors R. L. Schilling

Publication date 6 August 2000

Published in Expositiones Mathematicae (Search for Journal in Brave)

zbMATH Keywords

Kolmogorov theoremsample path continuitySobolev embedding theorem

Mathematics Subject Classification ID

Sample path properties (60G17)

Review text

The author shows how the Kolmogorov continuity theorem for stochastic processes follows from the Sobolev embedding theorem from the theory of function spaces.

Cited in

(9)

• Elliptic boundary value problems with Gaussian white noise loads
• Embedding a stochastic difference equation into a continuous-time process
• On some càdlàguity moment estimates of stochastic jump processes
• Nonparametric estimation of the division rate of an age dependent branching process
• Probabilistic Sobolev embeddings, applications to eigenfunctions estimates
• Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds
• scientific article; zbMATH DE number 850357 (Why is no real title available?)
• Maximal inequalities and some applications
• Sobolev's embedding on time scales

This page was built for publication: Sobolev embedding for stochastic processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1573565)