Tightness in Besov–Orlicz spaces: Characterizations and applications

Abstract

We establish a tightness criterion in a class of Besov-Orlicz spaces. Our result generalizes those obtained in [1] in a class of standard Besov spaces and in [3] in a class of exponential Besov-Orlicz spaces.As an application, we give a limit theorem for occupation times problem of local time of a class of stochastic processes.