Multidimensional L\'evy White Noises in Weighted Besov Spaces
Probability
2016-03-07 v1 Functional Analysis
Abstract
In this paper, we study the Besov regularity of d-dimensional L\'evy white noises. More precisely, we describe new sample paths properties of a given white noise in terms of weighted Besov spaces. In particular, the smoothness and integrability properties of L\'evy white noises are characterized using the Blumenthal-Getoor indices. Our techniques rely on wavelet methods and generalized moments estimates for L\'evy white noises.
Keywords
Cite
@article{arxiv.1603.01502,
title = {Multidimensional L\'evy White Noises in Weighted Besov Spaces},
author = {Julien Fageot and Alireza Fallah and Michael Unser},
journal= {arXiv preprint arXiv:1603.01502},
year = {2016}
}
Comments
26 pages, 2 figures