Path continuity of fractional Dirichlet functionals

Jiagang Ren*, Xicheng Zhang

*此作品的通讯作者

科研成果: 期刊稿件文章同行评审

5 引用 (Scopus)

摘要

We prove that the quasi continuous version of a functional in Epr is continuous along the sample paths of the Dirichlet process provided that p>2, 0<r≤1 and pr>2, without assuming the Meyer equivalence. Parallel results for multi-parameter processes are also obtained. Moreover, for 1<p<2, we prove that a n parameter Dirichlet process does not touch a set of (p,2n)-zero capacity. As an example, we also study the quasi-everywhere existence of the local times of martingales on path space.

源语言英语
页(从-至)368-378
页数11
期刊Bulletin des Sciences Mathematiques
127
4
DOI
出版状态已出版 - 6月 2003
已对外发布

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