Geodesic
Régularité Besov-Orlicz du temps local Brownien
Studia Mathematica, Tome 139 (2000) no. 1, pp. 1-7

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

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 $B^{1/2}_{M_2,∞}$ with $M_2(x)= e^{|x|^2}-1$). Our result is optimal.
DOI : 10.4064/sm-139-1-1-7

Yue Yun Hu 1 ;  1

1 
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Yue Yun Hu;  . Régularité Besov-Orlicz du temps local Brownien. Studia Mathematica, Tome 139 (2000) no. 1, pp. 1-7. doi: 10.4064/sm-139-1-1-7

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