Multidimensional Lévy white noise in weighted Besov spaces
From MaRDI portal
Publication:529433
DOI10.1016/j.spa.2016.08.011zbMath1373.60084arXiv1603.01502OpenAlexW2963612078MaRDI QIDQ529433
Michael Unser, Alireza Fallah, Julien Fageot
Publication date: 18 May 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.01502
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) White noise theory (60H40) Stable stochastic processes (60G52)
Related Items
Elliptic problems with rough boundary data in generalized Sobolev spaces, The microlocal irregularity of Gaussian noise, Besov-Orlicz path regularity of non-Gaussian processes, On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces, The domain of definition of the Lévy white noise, Sample paths of white noise in spaces with dominating mixed smoothness, Wavelet analysis of the Besov regularity of Lévy white noise, Boundary value problems of elliptic and parabolic type with boundary data of negative regularity, The \(n\)-term approximation of periodic generalized Lévy processes, Modelling Lévy space‐time white noises, Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
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