Multidimensional Lévy white noise in weighted Besov spaces

DOI10.1016/J.SPA.2016.08.011zbMATH Open1373.60084arXiv1603.01502OpenAlexW2963612078MaRDI QIDQ529433FDOQ529433

Authors: Julien Fageot, A. Fallah, M. Unser 

Publication date: 18 May 2017

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

Abstract: In this paper, we study the Besov regularity of d-dimensional L'evy white noises. More precisely, we describe new sample paths properties of a given white noise in terms of weighted Besov spaces. In particular, the smoothness and integrability properties of L'evy white noises are characterized using the Blumenthal-Getoor indices. Our techniques rely on wavelet methods and generalized moments estimates for L'evy white noises.

Full work available at URL: https://arxiv.org/abs/1603.01502

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zbMATH Keywords

Besov spaceswavelet basesgeneralized random processesLévy white noises

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stable stochastic processes (60G52) White noise theory (60H40)

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Cited In (13)

• Complex-order scale-invariant operators and self-similar processes
• Besov-Orlicz path regularity of non-Gaussian processes
• The domain of definition of the Lévy white noise
• The \(n\)-term approximation of periodic generalized Lévy processes
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• The microlocal irregularity of Gaussian noise
• Elliptic problems with rough boundary data in generalized Sobolev spaces
• Modelling Lévy space‐time white noises
• On the Besov regularity of periodic Lévy noises

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