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arXiv · 2409.06497

Regularity of paths of stochastic measures

Vadym Radchenko
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Abstract

Random functions $\mu(x)$, generated by values of stochastic measures are considered. The Besov regularity of the continuous paths of $\mu(x)$, $x\in[0,1]^d$ is proved. Fourier series expansion of $\mu(x)$, $x\in[0,2\pi]$ is obtained. These results are proved under weaker conditions than similar results in previous papers.

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Vadym Radchenko. 2024-09-10. Regularity of paths of stochastic measures. https://arxiv.org/abs/2409.06497

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