English

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 dd-dimensional torus has paths in the Besov spaces Bp,d/2(\Td)B^{-d/2}_{p,\infty}(\T^d) with p[1,)p\in [1, \infty). This result is shown to be optimal in several ways. We also show that Gaussian white noise on the dd-dimensional torus has paths in a the Fourier-Besov space b^p,d/p(\Td)\hat{b}^{-d/p}_{p,\infty}(\T^d). 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}
}