Besov-Orlicz Path Regularity of Non-Gaussian Processes

0582065 - ÚTIA 2025 RIV DE eng J - Článek v odborném periodiku
Čoupek, P. - Ondreját, Martin
Besov-Orlicz Path Regularity of Non-Gaussian Processes.
Potential Analysis. Roč. 60, č. 1 (2024), s. 307-339. ISSN 0926-2601. E-ISSN 1572-929X
Grant CEP: GA ČR(CZ) GA19-07140S
Institucionální podpora: RVO:67985556
Klíčová slova: Besov-Orlicz space * Hermite process * multiple Wiener-Ito integral * path regularity
Obor OECD: Statistics and probability
Impakt faktor: 1.1, rok: 2022
Způsob publikování: Omezený přístup
http://library.utia.cas.cz/separaty/2024/SI/ondrejat-0582065.pdf https://link.springer.com/article/10.1007/s11118-022-10051-8

Besov-Orlicz regularity of sample paths of stochastic processes that are represented by multiple integrals of order n is treated. Sufficient conditions for the processes to have paths in the exponential Besov-Orlicz spaces are provided. These results are an extension of what is known for scalar Gaussian stochastic processes to stochastic processes in an arbitrary finite Wiener chaos. As an application, the Besov-Orlicz path regularity of fractionally filtered Hermite processes is studied and some new path properties are obtained even for fractional Brownian motions.
Trvalý link: https://hdl.handle.net/11104/0350582