Article ID Journal Published Year Pages File Type
5130100 Stochastic Processes and their Applications 2017 23 Pages PDF
Abstract

In this paper, we study the Besov regularity of a general d-dimensional Lévy white noise. More precisely, we describe new sample paths properties of a given noise in terms of weighted Besov spaces. In particular, we characterize the smoothness and integrability properties of the noise using the indices introduced by Blumenthal, Getoor, and Pruitt. Our techniques rely on wavelet methods and generalized moments estimates for Lévy noises.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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