Continuous Price Processes In The Besov Hierarchy

This question belongs to continuous-time game-theoretic probability.

  • What are the Besov spaces $B^s_{p,q}$ that contain, almost surely, a continuous price path (as defined in [Vovk 2007])?
  • What are the differences $B^s_{p,q}\setminus B^{s'}_{{p'},{q'}}$ of Besov spaces that contain, almost surely, a continuous price path?

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