Lévy processes and Lévy white noise as tempered distributions

DOI10.1214/16-AOP1168zbMATH Open1391.60103arXiv1509.05274OpenAlexW2963682353MaRDI QIDQ682269FDOQ682269

Authors: Robert C. Dalang, Thomas Humeau 

Publication date: 14 February 2018

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

Abstract: We identify a necessary and sufficient condition for a L'evy white noise to be a tempered distribution. More precisely, we show that if the L'evy measure associated with this noise has a positive absolute moment, then the L'evy white noise almost surely takes values in the space of tempered distributions. If the L'evy measure does not have a positive absolute moment of any order, then the event on which the L'evy white noise is a tempered distribution has probability zero.

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

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zbMATH Keywords

tempered distributionpositive absolute momentLévy processLévy white noiseLévy random field

Mathematics Subject Classification ID

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

Cited In (15)

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• The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency
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