On the Besov-Orlicz path regularity of some Gaussian processes

Abstract

In this paper, we rely on the additive decomposition in law satisfied by a class of stochastic processes, combined with the well-known regulariy properties of fractional Brownian motion, to establish Besov-Orlicz regularity of their sample paths. This provides a unified and direct proof for a broad class of processes, including bifractional Brownian motion with parameters $H\in (0,1]$, $K\in (0,2)$ such that $HK\in (0,1)$, subfractional Brownian motion with Hurst parameter $H\in (0,1)$, and certain class of self-similar processes. %associated with the stochastic heat equation.

13 pages