Besov-Orlicz path regularity of non-Gaussian processes
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Publication:6147965
DOI10.1007/s11118-022-10051-8arXiv2111.12383OpenAlexW3214888714MaRDI QIDQ6147965
Publication date: 1 February 2024
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.12383
Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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