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First order p-variations and Besov spaces

Based on the notion of first order dyadic p-variation, we give a new characterization of Besov spaces for 0<s<1, 1<=p,q<=+[infinity] and s>1/p. We also give results in the case where p<1. Hence we provide simple tools that enable us to derive new regularity properties for the trajectories of various continuous time stochastic processes.
Year of publication:
2009
Authors: Rosenbaum, Mathieu
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 79.2009, 1, p. 55-62
Publisher: Elsevier
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005254815
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