On Besov regularity of Brownian motions in infinite dimensions

dc.creatorHytonen, Tuomas
dc.creatorVeraar, Mark
dc.date2008-01-18
dc.date.accessioned2026-07-07T08:55:24Z
dc.date.available2026-07-07T08:55:24Z
dc.descriptionWe 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 $\E \sup_{n\geq 1}\|ξ_n\|$, where the $ξ_n$ 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 $ξ_n$.
dc.descriptionto appear in Probab. Math. Statist (2008)
dc.identifierhttps://arxiv.org/abs/0801.2959
dc.identifierhttp://arxiv.org/abs/0801.2959
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/146258
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subject60J65; 28C20; 46E40; 60G17
dc.titleOn Besov regularity of Brownian motions in infinite dimensions
dc.typetext

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