Publication

Multidimensional Lévy White Noise in Weighted Besov Spaces

Michaël Unser, Julien René Fageot
2017
Journal Articles

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.

Official source

https://infoscience.epfl.ch/entities/publication/3e14c419-958e-44c3-84eb-399f04b9ef94

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Multidimensional Lévy White Noise in Weighted Besov Spaces

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