0582065 20240304105819.620240130235959.9 85141180581 000877446700001 10.1007/s11118-022-10051-8 33 s. P cav_un_epca*02547750926-2601601 (2024)307-339Springer Besov-Orlicz space Hermite process multiple Wiener-Ito integral path regularity cav_un_auth*0356972 Čoupek P. CZ cav_un_auth*0260292 Ondreját Martin UTIA-B Stochastická informatika Department of Stochastic Informatics SI SI Department of Stochastic Informatics CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2024/SI/ondrejat-0582065.pdf https://link.springer.com/article/10.1007/s11118-022-10051-8 GA19-07140S GA ČR CZ cav_un_auth*0385132 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. 2025 BB WOS 10000 10100 10103 2 RVO:67985556 https://hdl.handle.net/11104/0350582 S C MATHEMATICS 1 0.2 9.6 0.00289 0.847 1309 51 0.907 31.99 1.04 217 Q1 0.800 64 Q2 61 0.79 Q2 60.5 2024 85141180581 SCOPUS PUBMED 000877446700001 WOS cav_un_epca*0254775 Potential Analysis 60 1 2024 307 339 0926-2601 1572-929X Springer