Authors
Citation
M. Deaconu, REGULARITY OF ITERATED BROWNIAN-MOTION, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 323(8), 1996, pp. 933-938
Citations number
6
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
ISSN journal
07644442
Volume
323
Issue
8
Year of publication
1996
Pages
933 - 938
Database
ISI
SICI code
0764-4442(1996)323:8<933:ROIB>2.0.ZU;2-Z
Abstract
We prove that the paths of the iterated Brownian motion belong a.s. to
the Besov space B-p,infinity(1/4) and to the Besov-Orlicz space B-M,i
nfinity(1/4) with M(x) = (exp \x\4/3) - 1. Our results is optimal.