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 language | English |
|---|---|
| Pages (from-to) | 368-378 |
| Number of pages | 11 |
| Journal | Bulletin des Sciences Mathematiques |
| Volume | 127 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Jun 2003 |
| Externally published | Yes |
Keywords
- Capacity
- Dirichlet forms
- Path continuity
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