Sobolev regularity of occupation measures and paths, variability and compositions
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Publication:2149930
DOI10.1214/22-EJP797zbMath1502.60049arXiv2105.06249MaRDI QIDQ2149930
Jonas M. Tölle, Michael Hinz, Lauri Viitasaari
Publication date: 27 June 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.06249
compositionslocal timesfunctions of bounded variationoccupation measuresfractional Sobolev regularity
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Singular and oscillatory integrals (Calderón-Zygmund, etc.) (42B20) Function spaces arising in harmonic analysis (42B35) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17)
Related Items
Sobolev regularity of occupation measures and paths, variability and compositions, Stochastic differential equations with discontinuous diffusion coefficients, Variability of paths and differential equations with \(\mathrm{BV}\)-coefficients, On sharp rate of convergence for discretization of integrals driven by fractional Brownian motions and related processes with discontinuous integrands
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