Régularité du temps local brownien dans les espaces de Besov-Orlicz

• Autorzy: B. Boufoussi
• Języki publikacji: FR EN

Abstrakty

EN

Let $(B_t,t ≥ 0)$ be a linear Brownian motion and (L(t,x), t > 0, x ∈ ℝ) its local time. We prove that for all t > 0, the process (L(t,x), x ∈ [0,1]) belongs almost surely to the Besov-Orlicz space $B^{1/2}_{M_1,∞}$ with $M_1(x) = e^{|x|} - 1$.

Kategorie tematyczne

• 41A15: Spline approximation
• 60J55: Local time and additive functionals

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 1996
• Tom: 118
• Numer: 2
• Strony: 145-156

Daty

wydano

1996

otrzymano

1995-03-09

poprawiono

1995-08-21

Twórcy

autor

B. Boufoussi

• Institut E. Cartan, B.P., 239 54506 Vandœ uvre-lès-Nancy Cedex, France

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