The domain of definition of the Lévy white noise

DOI10.1016/j.spa.2021.01.007zbMath1469.60113arXiv1708.02500OpenAlexW3131485765MaRDI QIDQ2021417

Julien Fageot, Thomas Humeau

Publication date: 27 April 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02500

zbMATH Keywords

Lévy white noisegeneralized random processesindependently scattered random measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)

Related Items (2)

Second order elliptic partial differential equations driven by Lévy white noise ⋮ Sample paths of white noise in spaces with dominating mixed smoothness

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