Lévy processes and Lévy white noise as tempered distributions

DOI10.1214/16-AOP1168zbMath1391.60103arXiv1509.05274OpenAlexW2963682353MaRDI QIDQ682269

Robert C. Dalang, Thomas Humeau

Publication date: 14 February 2018

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.05274

zbMATH Keywords

tempered distributionLévy processLévy white noiseLévy random fieldpositive absolute moment

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Generalized stochastic processes (60G20) White noise theory (60H40)

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