Quelques espaces fonctionnels associés à des processus gaussiens

Z. Ciesielski; G. Kerkyacharian; B. Roynette

Studia Mathematica (1993)

  • Volume: 107, Issue: 2, page 171-204
  • ISSN: 0039-3223


The first part of the paper presents results on Gaussian measures supported by general Banach sequence spaces and by particular spaces of Besov-Orlicz type. In the second part, a new constructive isomorphism between the just mentioned sequence spaces and corresponding function spaces is established. Consequently, some results on the support function spaces for the Gaussian measure corresponding to the fractional Brownian motion are proved. Next, an application to stochastic equations is given. The last part of the paper contains a result on the support function spaces for stable processes with independent increments.

How to cite


Ciesielski, Z., Kerkyacharian, G., and Roynette, B.. "Quelques espaces fonctionnels associés à des processus gaussiens." Studia Mathematica 107.2 (1993): 171-204. <http://eudml.org/doc/216028>.

author = {Ciesielski, Z., Kerkyacharian, G., Roynette, B.},
journal = {Studia Mathematica},
keywords = {Gaussian measures; spaces of Besov-Orlicz type; Brownian motion; stochastic equations; stable processes with independent increments},
language = {fre},
number = {2},
pages = {171-204},
title = {Quelques espaces fonctionnels associés à des processus gaussiens},
url = {http://eudml.org/doc/216028},
volume = {107},
year = {1993},

AU - Ciesielski, Z.
AU - Kerkyacharian, G.
AU - Roynette, B.
TI - Quelques espaces fonctionnels associés à des processus gaussiens
JO - Studia Mathematica
PY - 1993
VL - 107
IS - 2
SP - 171
EP - 204
LA - fre
KW - Gaussian measures; spaces of Besov-Orlicz type; Brownian motion; stochastic equations; stable processes with independent increments
UR - http://eudml.org/doc/216028
ER -


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Citations in EuDML Documents

  1. Zongxia Liang, Besov regularity for the generalized local time of the indefinite Skorohod integral
  2. Mikhail Lifshits, Thomas Simon, Small deviations for fractional stable processes
  3. Gérard Lorang, Régularité Besov des trajectoires du processus intégral de Skorokhod
  4. Djamel Hamadouche, Charles Suquet, Weak Hölder convergence of processes with application to the perturbed empirical process
  5. M. Ait Ouahra, Weak convergence to fractional Brownian motion in some anisotropic Besov space
  6. Marianne Clausel, Lacunary Fractional brownian Motion
  7. B. Boufoussi, Régularité du temps local brownien dans les espaces de Besov-Orlicz
  8. Yue Hu, Mohamed Mellouk, Régularité Besov-Orlicz du temps local Brownien
  9. Mohamed Ait Ouahra, Abdelghani Kissami, Aissa Sghir, Un principe d’invariance de type Donsker dans une classe d’espaces de Besov-Orlicz
  10. Marianne Clausel, Lacunary Fractional Brownian Motion

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