Lower path regularity in all dimensions
概率论
2026-05-28 v1
摘要
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions . Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index , Rosenblatt processes, and solutions to stochastic differential equations driven by fractional Brownian motions with Hurst index , all in arbitrary dimensions . Our key tool is a new continuity result for Riesz potentials of occupation measures, which we use as substitutes for local times.
引用
@article{arxiv.2605.27713,
title = {Lower path regularity in all dimensions},
author = {Michael Hinz and Jonas M. Tölle and Lauri Viitasaari},
journal= {arXiv preprint arXiv:2605.27713},
year = {2026}
}