On the Besov-Orlicz path regularity of some Gaussian processes

Rachid Belfadli; Brahim Boufoussi; Youssef Ouknine

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arXiv · 2605.07571

On the Besov-Orlicz path regularity of some Gaussian processes

Rachid Belfadli·Brahim Boufoussi·Youssef Ouknine

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Abstract

In this paper, we rely on the additive decomposition in law satisfied by a class of stochastic processes, combined with the well-known regulariy properties of fractional Brownian motion, to establish Besov-Orlicz regularity of their sample paths. This provides a unified and direct proof for a broad class of processes, including bifractional Brownian motion with parameters $H\in (0, 1]$, $ K\in (0, 2)$ such that $HK \in (0, 1)$, subfractional Brownian motion with Hurst parameter $H\in (0, 1)$, and certain class of self-similar processes. %associated with the stochastic heat equation.

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Rachid Belfadli, Brahim Boufoussi, Youssef Ouknine. 2026-05-08. On the Besov-Orlicz path regularity of some Gaussian processes. https://arxiv.org/abs/2605.07571

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