ISSN 10645624, Doklady Mathematics, 2008, Vol. 78, No. 2, pp. 699701. Pleiades Publishing, Ltd., 2008.

. Original Russian Text A.N. Agadzhanov, 2008, published in Doklady Akademii Nauk, 2008, Vol. 422, No. 3, pp. 295298.

MATHEMATICS

Banach Spaces of Fractal Functions and Trajectories of Brownian Motions

A. N. Agadzhanov
Received April 21, 2008 Presented by Academician S.M. Nikolskii March 12, 2008

DOI: 10.1134/S1064562408050153

1. INTRODUCTION In the 1930s, it was proved that any separable Banach space embeds isometrically into the Banach space C[0, 1] was proved. This result is nowadays known as the BanachMazur theorem. Almost simultaneously, Wiener, Paley, and Zygmund proved that the trajectories of a one-dimensional Brownian motion are almost surely nondifferentiable at one point. The question arises: How are the properties of separable Banach spaces related to those of the trajectories of Brownian motions? In this paper, we obtain the following result. Any separable Banach space X embeds isometrically into each of the spaces C(Kz) of continuous functions on the Cantor discontinuum Kz, which generate points z 2 of multiplicity the continuum on the trajectories of two-dimensional Brownian motions. The isometric image of each separable Banach space X in C[0, 1] under such an embedding consists of approximatively nondifferentiable functions begin continuous extensions of functions from C(Kz). In [13], it was shown that there exist Banach spaces B consisting only of functions continuous but not differentiable at each point of the interval [0, 1]. Nowadays, nowhere differentiable functions are usually called fractal [4]; thus, we refer to such spaces as Banach spaces of fractal functions. Let be the class of all Banach spaces of fractal functions. In modern functional analysis, the leading role is played by separable Banach spaces not belonging to the class . For example, the separable Lebesgue, Sobolev, and Besov spaces, both on bounded domains and on the entire space n, contain smooth functions [5].

What properties are common to all separable Banach spaces? It follows from Kadets theorem [6] that all such Banach spaces are homeomorphic. Only separable Banach spaces contain complete minimal systems; moreover, minimal systems in closed subspaces can be extended to full minimal systems in the entire space. As is known, every separable Banach space admits an equivalent norm with respect to which the contraction xed-point principle holds [7]. The separability of a Banach space is necessary for the existence of Schauder bases, both conditional and unconditional. The most important classes of nuclear Frchet spaces, which consist of innitely differentiable functions (such as C(0, 1), (n), and so on), are generated by scales of separable Banach spaces related by nuclear embedding operators [5]. The closures of nuclear Frchet spaces of innitely differentiable functions in the corresponding norms are the most important classes of separable Banach spaces (such as the Lebesgue, Sobolev, Besov, and Bessel potential spaces). Among separable Banach spaces, a special place is occupied by the space C[0, 1]. It follows from the BanachMazur theorem [8] that this Banach space is universal in the class of separable Banach spaces. In other words, any separable Banach space embeds isometrically in C[0, 1]. In [3], it was shown that all separable Banach spaces are isometric to subspaces of C[0, 1] that consist of only approximatively nondifferentiable functions. In the above terminology, these subspaces belong to the class . Below, we give denitions necessary for what follows [9]. Take x [0, 1] and r . We say that a function f (x) has an approximative limit equal to x at the point r and write ap- lim f ( y ) = r ,
yx

Institute of Control Problems, Russian Academy of Sciences, Moscow, Russia e-mail: ashot_ran@mail.ru

if, for each neighborhood U of r,

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{ y [ x h, x + h ] [ 0, 1 ] : f ( y ) U } - = 1, lim -------------------------------------------------------------------------------------------------- ( [ x h, x + h ] [ 0, 1 ] ) h 0+ where (V) is the Lebesgue measure of the set V . A function f (x) is said to be approximatively differentiable at a point x [0, 1] if there exists an L for which f ( y) f ( x) ap- lim --------------------------- = L. yx yx A point x [0, 1] is called a Jarnik point [9] for a f ( y ) f ( x ) = . At every such function f if ap- lim --------------------------yx yx point, the function f (x) is approximatively nondifferentiable. 2. CANTOR DISCONTINUUM AND POINTS OF MULTIPLICITY THE CONTINUUM ON THE TRAJECTORIES OF TWO-DIMENSIONAL BROWNIAN PROCESSES A one-dimensional Brownian motion is a family {Bt(): t 0} of real-valued measurable functions Bt on a probability space (, , P) with the following properties: (a) B0() = 0 almost surely (with respect to the measure P); (b) for all t 0 and s > 0, the increments Bt + s() Bt() are distributed normally with mean zero and variance s; i.e., P { : a < Bt + s ( ) Bt ( ) < b }
b
2 1 u / ( 2 s ) - e = -----------du 2s

where B t () and B t () are independent onedimensional Brownian motions. For a two-dimensional Brownian motion B * t (), 2 we say that z is a point of multiplicity the continuum if the cardinality of the set Kz = {t > 0: B * t () = z} equals that of the continuum. The existence of such points follows from the DvoretzkyErdsKakutani theorem [10]. As is known, the points z 2 of multiplicity the continuum form an everywhere dense Borel subset of Hausdorff dimension dimHZ = 2. Note also that the sets Kz are almost surely Cantor discontinuum and can be represented as Kz = where Kn(zn) =

(1)

(2)

n=1

K (z ),
n n

m=n
1

{t

m m 1 , t2 ,

, t 2 } and t 1 , t 2 , , t 2n
m m m m
2 n

are such that B * n () = = B * n () = zn; moreover, t t

n

lim z n = z with probability 1 [10].

for all real a b; (c) if 0 t0 < t1 < < tn, then the random variables B ti + 1 () B ti () with i = 0, 1, , n 1 are independent. As is known [10], for almost all , the trajectories of one-dimensional Brownian motions are nondifferentiable at any point with respect to time t. To be more precise, the set { : D+Bt() = or D+Bt() = } contains an event F0 for which P(F0) = 1 (here, D+Bt() and D+Bt() are the upper and lower right Dini derivatives of the trajectories of the one-dimensional Brownian motion for each xed ). Note that the set of Jarnik points for the trajectories of a one-dimensional Brownian motion almost surely coincides with . A two-dimensional Brownian motion is the random process B* t ( ) = ( B t ( ), B t ( ) ) ,
(1) (2)

The important role of such Cantor discontinuum is demonstrated by the following theorem. Theorem 1. An arbitrary continuous function f (t) C(Kz) can be extended to a continuous function on the entire interval [0, 1] so that each point x [0, 1] is a Jarnik point for the extension. The following theorem is also valid. Theorem 2. Let X be a separable Banach space. Then, there exists a pair of isometries I0: X C(Kz), and I1: C(Kz) C[0, 1] such that the isometric image of the space X in C[0, 1] contains only approximatively nondifferentiable functions for which every point x [0, 1] is a Jarnik point. Therefore, any separable Banach subspace of C[0, 1] has an isometric image being a Banach space of fractal functions. 3. GEOMETRIC PROPERTIES OF BANACH SPACES OF FRACTAL FUNCTIONS In this section, we present results related to the geometry of spaces from the class . Theorem 3. Let X be a separable Banach space. If it has a Schauder basis, then the basis functions from X are isometric images of fractal functions approximatively nondifferentiable on the interval [0, 1] and forming a Schauder basis in a space of class X isometric to X. The following theorem is also valid. Theorem 4. There exists a separable Banach space of fractal functions whose norms are Gteaux differentiable but not Frchet differentiable at all points of the unit sphere.
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The next theorem is as follows. Theorem 5. There exists a separable normed space with the following properties: (i) each element of such a space is a fractal function on the interval [0, 1], and all points of this interval are Jarnik points for this function; (ii) the spaces under consideration are Banach with respect to norms innitely Frchet differentiable at all points of the unit sphere. Example. Banach spaces of fractal functions satisfying the conditions of Theorem 5 are, e.g., the isometric images in C[0, 1] of the Sobolev spaces of innite order W {a, p, r} [11]. Let {an} X be a sequence of nonzero elements whose linear span is dense in X, and let {an} denote the family of all Borel sets A which can be represented as A =
n=1

n,

where each set An is Borel and intersects

any straight line passing through an in a set of Lebesgue measure zero for all n . The sets belonging to the family {an} are called Aronszajn null sets. A norm on a space X is said to be almost nowhere Frchet differentiable if the set of its Frchet differentiability points is Aronszajn null. Let X and Y be Banach spaces, and let Xn X and Yn Y be finite-dimensional subspaces of dimension n . We define the BanachMazur distance between them as d ( X n, Y n ) = inf { T T
T 1

A Banach space X is said to be nitely universal if there exists a > 1 such that any nite-dimensional space E is -nitely representable in X. In [13], an example of a reexive Banach space (the Tsirelson space) with unconditional basis containing no subspaces isomorphic to lp (with 1 p < ) or c0 was constructed. In the Tsirelson space, any innite-dimensional subspace is nitely universal. No superreexive Banach space is nitely universal. The following theorem is valid. Theorem 8. There exist reexive separable Banach spaces of fractal functions all of whose innite-dimensional subspaces are nitely universal. The following theorem is also valid. Theorem 9. There exist separable Banach spaces of fractal functions containing no closed subspaces possessing unconditional basis sequences. In conclusion, we mention that the questions related to geometric properties of Banach spaces dual to spaces of fractal functions remain open. REFERENCES
1. V. P. Fonf, V. I. Gurariy, and M. I. Kadets, C.R. Acad. Bulg. Sci. 52 (11/12), 1316 (1999). 2. L. Rodriguez-Piazza, Proc. Am. Math. Soc. 123 (12), 36493654 (1995). 3. S. Hencl, Proc. Am. Math. Soc. 128 (12), 35053511 (2000). 4. M. Hata, in Patterns in Waves (Amsterdam, North-Holland, 1986), pp. 259278. 5. H. Triebel, Interpolation Theory, Function Spaces, Differential Operators (Birkhuser, Berlin, 1977; Mir, Moscow, 1980). 6. M. I. Kadets, Funkts. Anal. Ego Prilozh. 1 (1), 6170 (1967). 7. R. Deville, G. Godefroy, and V. Zizler, Smoothness and Renormings in Banach Spaces (Amsterdam, North-Holland, 1993), pp. 1268. 8. L. A. Lyusternik and V. I. Sobolev, A Brief Course in Functional Analysis (Vysshaya Shkola, Moscow, 1982) [in Russian]. 9. S. Saks, Theory of the Integral (Dover, New York, 1964; Inostrannaya Literatura, Moscow, 1949). 10. J. F. Le Gall, in Ecole dEte de Probabilites de SaintFlour XX1990 (Berlin, Springer-Verlag, 1992), pp. 111235. 11. A. N. Agadzhanov, Dokl. Math. 75, 279282 (2007) [Dokl. Akad. Nauk 413, 583586 (2007)]. 12. E. Matouskova, Stud. Math. 133 (1), 9399 (1999). 13. B. S. Tsirelson, Funkts. Anal. Ego Prilozh. 8 (2), 5760 (1974).

},

where T ranges over all isomorphisms between Xn and Yn. Take > 1. A normed space E is said to be -nitely representable in a normed space X if, for any nitedimensional subspace F E, there exists a subspace of the same dimension Y X such that d(F, Y) . A Banach space X is said to be superreexive if any Banach space E -nitely representable in X is reexive. The following theorem is valid. Theorem 6. There exist superreexive Banach spaces of fractal functions with unconditional Schauder bases whose sets of Frchet differentiability points are Aronszajn null. The next theorem is as follows. Theorem 7. There exist separable superreexive Banach spaces of fractal functions not having Schauder bases.
DOKLADY MATHEMATICS Vol. 78 No. 2 2008