Sample Functions of Stochastic Measures and Besov Spaces

This paper considers stochastic measures, i.e., sets of functions given on the Borel sigma-algebra in [0,1]^sup d^ sigma-additive with respect to probability. It is shown that realizations of continuous random functions generated by stochastic measures belong to the Besov spaces under some general s...

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Bibliographic Details
Published in:Theory of probability and its applications 2010-01, Vol.54 (1), p.160-168
Main Author: Radchenko, V N
Format: Article
Language:English
Subjects:
Mathematical functions
Probability distribution
Random variables
Stochastic models
Stochasticity
Studies
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Summary:This paper considers stochastic measures, i.e., sets of functions given on the Borel sigma-algebra in [0,1]^sup d^ sigma-additive with respect to probability. It is shown that realizations of continuous random functions generated by stochastic measures belong to the Besov spaces under some general sufficiently assumptions. [PUBLICATION ABSTRACT]
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97984048