RUS  ENG
Full version
JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2007 Volume 13(29), Issue 2, Pages 308–315 (Mi thsp207)
Stochastic processes in some Besov spaces

Tetyana Yakovenko

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Abstract: The norm of increments of stochastic process in space $L_q[a, b]$ is estimated and conditions under which trajectories of process belong to some Besov spaces are found.

Keywords: Stochastic processes, Besov space, moduli of continuity.

MSC: Primary 60G17; Secondary 60G07

Language: English



Bibliographic databases:

© Steklov Math. Inst. of RAS, 2024