Wyniki wyszukiwania - BazTech

Ograniczanie wyników

1 Probability and Mathematical Statistics

1 2008

Powiadomienia systemowe

Sesja wygasła!

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: non-separable Banach space

Sortuj według:

Ogranicz wyniki do:

On Besov regularity of Brownian motions in infinite dimensions

Hytönen T. P., Veraar M. C.

Probability and Mathematical Statistics

2008

Vol. 28, Fasc. 1

143--162

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion.We also consider a Brownian motion as a Besov space valued random variable. It turns out that a Brownian motion, in this interpretation, is a Gaussian random variable with some pathological properties. We prove estimates for the first moment of the Besov norm of a Brownian motion. To obtain such results we estimate expressions of the form E supn1‖ξn‖, where ξn are independent centered Gaussian random variables with values in a Banach space. Using isoperimetric inequalities we obtain two-sided inequalities in terms of the first moments and the weak variances of ξn.