Besov regularity of stochastic measures

TL;DR

This paper demonstrates that continuous paths of -additive in probability set functions are members of Besov spaces, linking stochastic measure regularity to functional space properties.

Contribution

It establishes a novel connection between stochastic measure regularity and Besov space membership for continuous paths.

Findings

Paths of -additive in probability set functions belong to Besov spaces

Provides a new functional analysis perspective on stochastic measures

Enhances understanding of regularity properties of stochastic measures

Abstract

We prove that continuous paths of \sigma-additive in probability set function belong to Besov space.