Lower path regularity in all dimensions
classification
🧮 math.PR
keywords
dimensionsprocessesbrownianfractionalhurstindexlowermotions
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We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in (0,1)$, Rosenblatt processes, and solutions to stochastic differential equations driven by fractional Brownian motions with Hurst index $H\in (\frac{1}{4},1)$, all in arbitrary dimensions $d\ge 1$. Our key tool is a new continuity result for Riesz potentials of occupation measures, which we use as substitutes for local times.
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