STOCHASTIC PROCESSES IN SOME BESOV SPACES

TETYANA YAKOVENKO

Theory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.308-315

The norm of increments of stochastic process in space $L_q[a,b]$ is estimated and conditions under which trajectories of process belong to some Besov spaces are found.

Full version