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Regularity of paths of stochastic measures

Probability 2024-09-11 v1

Abstract

Random functions μ(x)\mu(x), generated by values of stochastic measures are considered. The Besov regularity of the continuous paths of μ(x)\mu(x), x[0,1]dx\in[0,1]^d is proved. Fourier series expansion of μ(x)\mu(x), x[0,2π]x\in[0,2\pi] is obtained. These results are proved under weaker conditions than similar results in previous papers.

Keywords

Cite

@article{arxiv.2409.06497,
  title  = {Regularity of paths of stochastic measures},
  author = {Vadym Radchenko},
  journal= {arXiv preprint arXiv:2409.06497},
  year   = {2024}
}

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10 pages