Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153874 | Statistics & Probability Letters | 2009 | 8 Pages |
Abstract
Based on the notion of first order dyadic pp-variation, we give a new characterization of Besov spaces Bp,qs([0,1]) for 01/ps>1/p. We also give results in the case where p<1p<1. Hence we provide simple tools that enable us to derive new regularity properties for the trajectories of various continuous time stochastic processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mathieu Rosenbaum,