Article ID Journal Published Year Pages File Type
1153874 Statistics & Probability Letters 2009 8 Pages PDF
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
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