Path continuity of fractional Dirichlet functionals

Jiagang Ren*, Xicheng Zhang

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

5 Citations (Scopus)

Abstract

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.

Original languageEnglish
Pages (from-to)368-378
Number of pages11
JournalBulletin des Sciences Mathematiques
Volume127
Issue number4
DOIs
Publication statusPublished - Jun 2003
Externally publishedYes

Keywords

  • Capacity
  • Dirichlet forms
  • Path continuity

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