Search results for "Real interpolation"

Riesz and Wolff potentials and elliptic equations in variable exponent weak Lebesgue spaces

2015

Submitted by Alexandre Almeida (jaralmeida@ua.pt) on 2015-11-12T11:41:07Z No. of bitstreams: 1 RieszWolff_RIA.pdf: 159825 bytes, checksum: d99abdf3c874f47195619a31ff5c12c7 (MD5) Approved for entry into archive by Bella Nolasco(bellanolasco@ua.pt) on 2015-11-17T12:18:41Z (GMT) No. of bitstreams: 1 RieszWolff_RIA.pdf: 159825 bytes, checksum: d99abdf3c874f47195619a31ff5c12c7 (MD5) Made available in DSpace on 2015-11-17T12:18:41Z (GMT). No. of bitstreams: 1 RieszWolff_RIA.pdf: 159825 bytes, checksum: d99abdf3c874f47195619a31ff5c12c7 (MD5) Previous issue date: 2015-04

On fractional smoothness and Lp-approximation on the Wiener space

2015

Interpolation and approximation in L2(γ)

AbstractAssume a standard Brownian motion W=(Wt)t∈[0,1], a Borel function f:R→R such that f(W1)∈L2, and the standard Gaussian measure γ on the real line. We characterize that f belongs to the Besov space B2,qθ(γ)≔(L2(γ),D1,2(γ))θ,q, obtained via the real interpolation method, by the behavior of aX(f(X1);τ)≔∥f(W1)-PXτf(W1)∥L2, where τ=(ti)i=0n is a deterministic time net and PXτ:L2→L2 the orthogonal projection onto a subspace of ‘discrete’ stochastic integrals x0+∑i=1nvi-1(Xti-Xti-1) with X being the Brownian motion or the geometric Brownian motion. By using Hermite polynomial expansions the problem is reduced to a deterministic one. The approximation numbers aX(f(X1);τ) can be used to descr…