We discuss the Besov regularity as well as linear and non-linear approximations of certain random functions, which are defined in terms of wavelet expansions generated according to a specific stochastic model. Furthermore, we discuss average N-term approximation of solutions to elliptic stochastic PDE.
This is joint work with P.A. Cioica, S. Dahlke, F. Lindner, T. Raasch, K. Ritter, R.L. Schilling.