Riemann sums for stochastic integrals and L p moduli of continuity

DOI10.1007/BF00532231zbMath0477.60055OpenAlexW354813503MaRDI QIDQ3935234

Peter Sjögren

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532231

zbMATH Keywords

Besov spacesmoduli of continuityRiemann sums for stochastic integrals

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (1)

Wavelet analysis of the Besov regularity of Lévy white noise

Cites Work

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• Generalizations of Lipschitz spaces and an application to Hardy spaces and bounded mean oscillation
• \(H^p\) spaces of several variables
• Convergence of Riemann sums for stochastic integrals

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