## Abstract

We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p, q}_s (T) and W^{p, q}_s (T) for (s-1)q < -1, and the condition on the indices is optimal. Moreover, with the Wiener measure \mu on T, we show that (M^{p, q}_s (T), \mu) and (W^{p, q}_s (T), \mu) form abstract Wiener spaces for the same range of indices, yielding large deviation estimates. We also establish the endpoint regularity of the periodic Brownian motion with respect to a Besov-type space \ft{b}^s_{p, \infty} (T). Specifically, we prove that the Brownian motion belongs to \ft{b}^s_{p, \infty} (T) for (s-1) p = -1, and it obeys a large deviation estimate. Finally, we revisit the regularity of Brownian motion on usual local Besov spaces B_{p, q}^s, and indicate the endpoint large deviation estimates.

Original language | English |
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Pages (from-to) | 2943-2981 |

Number of pages | 39 |

Journal | Advances in Mathematics |

Volume | 228 |

Issue number | 5 |

DOIs | |

Publication status | Published - 1 Dec 2011 |

## Keywords

- Brownian motion
- modulation spaces
- Wiener amalgam spaces
- Besov spaces
- abstract Wiener spaces
- random Fourier series