Multidimensional Levy white noise in weighted Besov spaces

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:127

Article

Fageot, Julien¹  Fallah, Alireza²  Unser, Michael¹ 

[1] Ecole Polytech Fed Lausanne, Biomed Imaging Grp, Lausanne, Switzerland

[2] Sharif Univ Technol, Tehran, Iran

关键词: Levy white noises;    Besov spaces;    Wavelet bases;    Generalized random processes;   

DOI  :  10.1016/j.spa.2016.08.011

来源: Elsevier

【 摘 要 】

In this paper, we study the Besov regularity of a general d-dimensional Levy 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 Levy noises. (C) 2016 Elsevier B.V. All rights reserved.

【 授权许可】

Free