Regularity of Gaussian white noise on the d-dimensional torus
Probability
2010-11-08 v2 Analysis of PDEs
Functional Analysis
Abstract
In this paper we prove that a Gaussian white noise on the -dimensional torus has paths in the Besov spaces with . This result is shown to be optimal in several ways. We also show that Gaussian white noise on the -dimensional torus has paths in a the Fourier-Besov space . This is shown to be optimal as well.
Keywords
Cite
@article{arxiv.1010.6219,
title = {Regularity of Gaussian white noise on the d-dimensional torus},
author = {Mark Veraar},
journal= {arXiv preprint arXiv:1010.6219},
year = {2010}
}