Path continuity of fractional Dirichlet functionals |
| |
Authors: | Jiagang Ren Xicheng Zhang |
| |
Affiliation: | a Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China b School of Mathematics and Computational Science, Zhongrhan University, Guangzhou, Guangdong 510275, PR China |
| |
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. |
| |
Keywords: | 60H07 |
本文献已被 ScienceDirect 等数据库收录! |
|