Régularité Besov-Orlicz du temps local Brownien

Yue Hu; Mohamed Mellouk

Studia Mathematica (2000)

  • Volume: 139, Issue: 1, page 1-7
  • ISSN: 0039-3223

Abstract

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Let ( B t , t ∈ [ 0 , 1 ] ) be a linear Brownian motion starting from 0 and denote by ( L t ( x ) , t ≥ 0 , x ∈ ℝ ) its local time. We prove that the spatial trajectories of the Brownian local time have the same Besov-Orlicz regularity as the Brownian motion itself (i.e. for all t>0, a.s. the function x → L t ( x ) belongs to the Besov-Orlicz space B M 2 , ∞ 1 / 2 with M 2 ( x ) = e | x | 2 - 1 ). Our result is optimal.

How to cite

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Hu, Yue, and Mellouk, Mohamed. "Régularité Besov-Orlicz du temps local Brownien." Studia Mathematica 139.1 (2000): 1-7. <http://eudml.org/doc/216708>.

@article{Hu2000,
author = {Hu, Yue, Mellouk, Mohamed},
journal = {Studia Mathematica},
keywords = {spatial trajectories; Brownian local time; Besov-Orlicz space},
language = {fre},
number = {1},
pages = {1-7},
title = {Régularité Besov-Orlicz du temps local Brownien},
url = {http://eudml.org/doc/216708},
volume = {139},
year = {2000},
}

TY - JOUR
AU - Hu, Yue
AU - Mellouk, Mohamed
TI - Régularité Besov-Orlicz du temps local Brownien
JO - Studia Mathematica
PY - 2000
VL - 139
IS - 1
SP - 1
EP - 7
LA - fre
KW - spatial trajectories; Brownian local time; Besov-Orlicz space
UR - http://eudml.org/doc/216708
ER -

References

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