Sample paths of white noise in spaces with dominating mixed smoothness

DOI10.1007/S43037-021-00136-8zbMath1478.60117arXiv2005.10858OpenAlexW3167856852MaRDI QIDQ2035004

Felix Hummel

Publication date: 23 June 2021

Published in: Banach Journal of Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.10858

zbMATH Keywords

regularityBesov spaceswhite noisedominating mixed smoothnessboundary noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Function spaces arising in harmonic analysis (42B35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Sample path properties (60G17)

Related Items (2)

Path regularity of the Brownian motion and the Brownian sheet ⋮ Boundary value problems with rough boundary data

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