Besov regularity of stochastic measures

Vadym M. Radchenko

Statistics & Probability Letters, 2007, vol. 77, issue 8, 822-825

Abstract: Let [mu] be a random [sigma]-additive in probability set function defined on Borel subsets of [a,b]. We prove that if the process , has continuous paths, then they belong a.s. to the Besov space for all .

Keywords: Stochastic; measures; Besov; spaces (search for similar items in EconPapers)
Date: 2007
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