Wavelet analysis of the Besov regularity of Lévy white noise
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Publication:2042652
DOI10.1214/20-EJP554zbMath1471.42072arXiv1801.09245OpenAlexW3114427665MaRDI QIDQ2042652
Julien Fageot, Shayan Aziznejad
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.09245
Processes with independent increments; Lévy processes (60G51) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Generalized stochastic processes (60G20)
Related Items (6)
The microlocal irregularity of Gaussian noise ⋮ The stochastic heat equation with multiplicative Lévy noise: existence, moments, and intermittency ⋮ Besov-Orlicz path regularity of non-Gaussian processes ⋮ Boundary value problems with rough boundary data ⋮ Sample paths of white noise in spaces with dominating mixed smoothness ⋮ Modelling Lévy space‐time white noises
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