Corpus ID: 234482463

Sobolev regularity of occupation measures and paths, variability and compositions

  title={Sobolev regularity of occupation measures and paths, variability and compositions},
  author={Michael Hinz and Jonas M. Tolle and L. Viitasaari},
We prove a result on the fractional Sobolev regularity of composition of paths of low fractional Sobolev regularity with functions of bounded variation. The result relies on the notion of variability, proposed in [40]. Here we work under relaxed hypotheses, formulated in terms of Sobolev norms, and we can allow discontinuous paths, which is new. The result applies to typical realizations of certain Gaussian or Lévy processes, and we use it to show the existence of Stieltjes type integrals… Expand


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