中文

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 d1d\geq 1. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index H(0,1)H\in (0,1), Rosenblatt processes, and solutions to stochastic differential equations driven by fractional Brownian motions with Hurst index H(14,1)H\in (\frac{1}{4},1), all in arbitrary dimensions d1d\ge 1. Our key tool is a new continuity result for Riesz potentials of occupation measures, which we use as substitutes for local times.

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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}
}