THE BROWNIAN LOCAL TIME BELONGS AS TO THE BESOV SPACE BP(1 2)INFINITY/

Authors
BOUFOUSSI B ROYNETTE B
Citation
B. Boufoussi et B. Roynette, THE BROWNIAN LOCAL TIME BELONGS AS TO THE BESOV SPACE BP(1 2)INFINITY/, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 316(8), 1993, pp. 843-848
Citations number
2
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
316
Issue
8
Year of publication
1993
Pages
843 - 848
Database
ISI
SICI code
0764-4442(1993)316:8<843:TBLTBA>2.0.ZU;2-C
Abstract
Let B(t) (0 less-than-or-equal-to t < infinity) be a linear Brownian m otion and L(t)(x) (t > 0, x is-an-element-of R) its local time. We pro ve that, for t > 0, a.s., the function x --> L(t)(x) belongs to the Be sov space B(p,infinity)1/2 and doesn't belong to the Besov space B(p, infinity)1/2,0 (p > 2).