Regularity of paths of stochastic measures
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.
Authors
- В. М. Радченко (ORCID: https://orcid.org/0000-0002-8234-2797)
Publication Details
- Journal
- Modern Stochastics Theory and Applications
- Published
- 2024-11-26
- DOI
- https://doi.org/10.15559/24-vmsta268
- Primary Topic
- Mathematical Approximation and Integration
- Type
- article
- Field-Weighted Citation Impact
- 0.00