Régularité du temps local brownien dans les espaces de Besov-Orlicz
Volume 118 / 1996
Studia Mathematica 118 (1996), 145-156
DOI: 10.4064/sm-118-2-145-156
Abstract
Let $(B_t,t ≥ 0)$ be a linear Brownian motion and (L(t,x), t > 0, x ∈ ℝ) its local time. We prove that for all t > 0, the process (L(t,x), x ∈ [0,1]) belongs almost surely to the Besov-Orlicz space $B^{1/2}_{M_1,∞}$ with $M_1(x) = e^{|x|} - 1$.
