Wavelet analysis of the Besov regularity of Lévy white noise (Q2042652)

In this paper the wavelet methods have been used to the analysis of Lévy white noise. In particular, the results have been derived using the wavelet characterization of weighted Besov spaces. New bounds for the local smoothness via Blumenthal-Getoor indices of the Lévy white noise have been obtained. The critical asymptotic growth rate in terms of the moment properties of the Lévy white noise also has been expressed. The methods are based on the wavelet-domain characterization of Besov spaces and precise moment estimates for the wavelet coefficients of the Lévy white noise.