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research article
Multidimensional Lévy White Noise in Weighted Besov Spaces
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.
Type
research article
Web of Science ID
WOS:000400230100009
Authors
Publication date
2017
Publisher
Published in
Volume
127
Issue
5
Start page
1599
End page
1621
Peer reviewed
REVIEWED
EPFL units
Available on Infoscience
April 6, 2017
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