Besov-Orlicz Path Regularity of Non-Gaussian Processes
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F24%3A00582065" target="_blank" >RIV/67985556:_____/24:00582065 - isvavai.cz</a>
Alternative codes found
RIV/00216208:11320/24:10452244
Result on the web
<a href="https://link.springer.com/article/10.1007/s11118-022-10051-8" target="_blank" >https://link.springer.com/article/10.1007/s11118-022-10051-8</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/s11118-022-10051-8" target="_blank" >10.1007/s11118-022-10051-8</a>
Alternative languages
Result language
angličtina
Original language name
Besov-Orlicz Path Regularity of Non-Gaussian Processes
Original language description
Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order n is treated. Sufficient conditions for the processes to have paths in the exponential Besov-Orlicz spaces are provided. These results are an extension of what is known for scalar Gaussian stochastic processes to stochastic processes in an arbitrary finite Wiener chaos. As an application, the Besov-Orlicz path regularity of fractionally filtered Hermite processes is studied and some new path properties are obtained even for fractional Brownian motions.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability
Result continuities
Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2024
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Potential Analysis
ISSN
0926-2601
e-ISSN
1572-929X
Volume of the periodical
60
Issue of the periodical within the volume
1
Country of publishing house
DE - GERMANY
Number of pages
33
Pages from-to
307-339
UT code for WoS article
000877446700001
EID of the result in the Scopus database
2-s2.0-85141180581