Article
Modulation Spaces, Wiener Amalgam Spaces, and Brownian Motions
Advances in Mathematics
Document Type
Article
Publication Date
1-1-2011
Keywords
- Modulation spaces,
- Wiener amalgam spaces,
- Besov spaces,
- Abstract Wiener spaces,
- Random Fourier series
Disciplines
Abstract
We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces Msp,q and Wiener amalgam spaces Wsp,q. We show that the periodic Brownian motion belongs locally in time to Msp,q(T) and Wsp,q(T) for (s−1)q
DOI
http://dx.doi.org/10.1016/j.aim.2011.07.023
Subjects - Topical (LCSH)
Brownian motion processes; Stochastic differential equations; Fourier series
Genre/Form
articles
Type
Text
Rights
Copying of this document in whole or in part is allowable only for scholarly purposes. It is understood, however, that any copying or publication of this document for commercial purposes, or for financial gain, shall not be allowed without the author’s written permission.
Creative Commons License
Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International
Language
English
Format
application/pdf
Citation Information
Árpád Bényi and Tadahiro Oh. "Modulation Spaces, Wiener Amalgam Spaces, and Brownian Motions" Advances in Mathematics Vol. 228 Iss. 5 (2011) p. 2943 - 2981 Available at: http://works.bepress.com/arpad_benyi/12/