| bibtype |
J -
Journal Article
|
| ARLID |
0582065 |
| utime |
20240304105819.6 |
| mtime |
20240130235959.9 |
| SCOPUS |
85141180581 |
| WOS |
000877446700001 |
| DOI |
10.1007/s11118-022-10051-8 |
| title
(primary) (eng) |
Besov-Orlicz Path Regularity of Non-Gaussian Processes |
| specification |
| page_count |
33 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254775 |
| ISSN |
0926-2601 |
| title
|
Potential Analysis |
| volume_id |
60 |
| volume |
1 (2024) |
| page_num |
307-339 |
| publisher |
|
|
| keyword |
Besov-Orlicz space |
| keyword |
Hermite process |
| keyword |
multiple Wiener-Ito integral |
| keyword |
path regularity |
| author
(primary) |
| ARLID |
cav_un_auth*0356972 |
| name1 |
Čoupek |
| name2 |
P. |
| country |
CZ |
|
| author
|
| ARLID |
cav_un_auth*0260292 |
| name1 |
Ondreját |
| name2 |
Martin |
| institution |
UTIA-B |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| full_dept |
Department of Stochastic Informatics |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA19-07140S |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0385132 |
|
| abstract
(eng) |
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. |
| reportyear |
2025 |
| RIV |
BB |
| result_subspec |
WOS |
| FORD0 |
10000 |
| FORD1 |
10100 |
| FORD2 |
10103 |
| num_of_auth |
2 |
| inst_support |
RVO:67985556 |
| permalink |
https://hdl.handle.net/11104/0350582 |
| confidential |
S |
| mrcbC91 |
C |
| mrcbT16-e |
MATHEMATICS |
| mrcbT16-j |
0.835 |
| mrcbT16-s |
1.041 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q1 |
| arlyear |
2024 |
| mrcbU14 |
85141180581 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000877446700001 WOS |
| mrcbU63 |
cav_un_epca*0254775 Potential Analysis 60 1 2024 307 339 0926-2601 1572-929X Springer |
|