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Besov-Orlicz Path Regularity of Non-Gaussian Processes

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    0582065 - ÚTIA 2025 RIV DE eng J - Journal Article
    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
    R&D Projects: GA ČR(CZ) GA19-07140S
    Institutional support: RVO:67985556
    Keywords : Besov-Orlicz space * Hermite process * multiple Wiener-Ito integral * path regularity
    OECD category: Statistics and probability
    Impact factor: 1.1, year: 2022
    Method of publishing: Limited access
    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.
    Permanent Link: https://hdl.handle.net/11104/0350582

     
     
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