A Variation Embedding Theorem and Applications
英文摘要：
Fractional Sobolev spaces, also known as Besov or Slobodetzki spaces, arise in many areas of analysis, stochastic analysis in particular. We prove an embedding into certain q-variation spaces and discuss a few applications. First we show q-variation regularity of Cameron-Martin paths associated to fractional Brownian motion and other Volterra processes. This is useful, for instance, to establish large deviations for enhanced fractional Brownian motion. Second, the q-variation embedding, combined with results of rough path theory, provides a different route to a regularity result for stochastic differential equations by Kusuoka. Third, the embedding theorem works in a non-commutative setting and can be used to establish Hoelder/variation regularity of rough paths.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
