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Regularity of paths of stochastic measures
Volume 12, Issue 2 (2025), pp. 189–201
Vadym Radchenko ORCID icon link to view author Vadym Radchenko details  

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https://doi.org/10.15559/24-VMSTA268
Pub. online: 26 November 2024      Type: Research Article      Open accessOpen Access

Received
10 September 2024
Revised
15 November 2024
Accepted
15 November 2024
Published
26 November 2024

Abstract

Random functions $\mu (x)$, generated by values of stochastic measures are considered. The Besov regularity of the continuous paths of $\mu (x)$, $x\in {[0,1]^{d}}$, is proved. Fourier series expansion of $\mu (x)$, $x\in [0,2\pi ]$, is obtained. These results are proved under weaker conditions than similar results in previous papers.

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Keywords
Stochastic measure trajectories of random functions Besov space random Fourier series

MSC2010
60G17 60H05

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