A regularity property of fractional Brownian sheets
Probability
2024-01-30 v1 Analysis of PDEs
Abstract
A function defined on is called strongly chargeable if there is a continuous vector-field such that equals the flux of through the rectangle for all . In other words, is the primitive of the divergence of a continuous vector-field. We prove that the sample paths of the Brownian sheet with parameters are almost surely not strongly chargeable. On the other hand, those of the fractional Brownian sheet of Hurst parameter are shown to be almost surely strongly chargeable whenever
Keywords
Cite
@article{arxiv.2401.15427,
title = {A regularity property of fractional Brownian sheets},
author = {Philippe Bouafia and Thierry De Pauw},
journal= {arXiv preprint arXiv:2401.15427},
year = {2024}
}