Régularité du temps local brownien dans les espaces de Besov-Orlicz

B. Boufoussi

Studia Mathematica (1996)

  • Volume: 118, Issue: 2, page 145-156
  • ISSN: 0039-3223

Abstract

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Let ( B t , t ≥ 0 ) be a linear Brownian motion and (L(t,x), t > 0, x ∈ ℝ) its local time. We prove that for all t > 0, the process (L(t,x), x ∈ [0,1]) belongs almost surely to the Besov-Orlicz space B M 1 , ∞ 1 / 2 with M 1 ( x ) = e | x | - 1 .

How to cite

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Boufoussi, B.. "Régularité du temps local brownien dans les espaces de Besov-Orlicz." Studia Mathematica 118.2 (1996): 145-156. <http://eudml.org/doc/216269>.

@article{Boufoussi1996,
author = {Boufoussi, B.},
journal = {Studia Mathematica},
keywords = {local time process; Brownian motion; Besov-Orlicz space},
language = {fre},
number = {2},
pages = {145-156},
title = {Régularité du temps local brownien dans les espaces de Besov-Orlicz},
url = {http://eudml.org/doc/216269},
volume = {118},
year = {1996},
}

TY - JOUR
AU - Boufoussi, B.
TI - Régularité du temps local brownien dans les espaces de Besov-Orlicz
JO - Studia Mathematica
PY - 1996
VL - 118
IS - 2
SP - 145
EP - 156
LA - fre
KW - local time process; Brownian motion; Besov-Orlicz space
UR - http://eudml.org/doc/216269
ER -

References

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