REGULARITY OF BROWNIAN LOCAL TIME IN BESO V-ORLICZ SPACES

Authors
BOUFOUSSI B
Citation
B. Boufoussi, REGULARITY OF BROWNIAN LOCAL TIME IN BESO V-ORLICZ SPACES, Studia Mathematica, 118(2), 1996, pp. 145-156
Citations number
20
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Studia Mathematica → ACNP
ISSN journal
00393223
Volume
118
Issue
2
Year of publication
1996
Pages
145 - 156
Database
ISI
SICI code
0039-3223(1996)118:2<145:ROBLTI>2.0.ZU;2-T
Abstract
Let (Bt,t greater than or equal to 0) be a linear Brownian motion and (L(t, x), t > 0, x is an element of R) its local time. We prove that f or all t > 0, the process (L(t, x), x is an element of [0, 1]) belongs almost surely to the Besov-Orlicz space B-M1,infinity(1/2) with M(1)( x) = e(\x\) - 1.