Lower path regularity in all dimensions

Abstract

We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\ge 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in (0,1)$, Rosenblatt processes, and solutions to stochastic differential equations driven by fractional Brownian motions with Hurst index $H\in (\frac{1}{4},1)$, all in arbitrary dimensions $d\ge 1$. Our key tool is a new continuity result for Riesz potentials of occupation measures, which we use as substitutes for local times.