Modulation spaces, Wiener amalgam spaces, Besov spaces, Abstract Wiener spaces, Random Fourier series
We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces Msp,q and Wiener amalgam spaces Wsp,q. We show that the periodic Brownian motion belongs locally in time to Msp,q(T) and Wsp,q(T) for (s−1)q
Advances in Mathematics
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Bényi, Árpád and Oh, Tadahiro, "Modulation Spaces, Wiener Amalgam Spaces, and Brownian Motions" (2011). Mathematics Faculty Publications. 47.
Subjects - Topical (LCSH)
Brownian motion processes; Stochastic differential equations; Fourier series
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