On the Besov regularity of periodic Lévy noises

DOI10.1016/j.acha.2015.07.001zbMath1353.60046arXiv1506.05740OpenAlexW3103575293MaRDI QIDQ347509

John Paul Ward, Julien Fageot, Michael Unser

Publication date: 30 November 2016

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05740

zbMATH Keywords

Besov spacesgeneralized stochastic processesLévy white noisewavelet approximation

Mathematics Subject Classification ID

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) Sample path properties (60G17) Generalized stochastic processes (60G20) White noise theory (60H40) Stable stochastic processes (60G52)

Related Items (11)

The microlocal irregularity of Gaussian noise ⋮ Besov-Orlicz path regularity of non-Gaussian processes ⋮ On temporal regularity of stochastic convolutions in \(2\)-smooth Banach spaces ⋮ The domain of definition of the Lévy white noise ⋮ Sample paths of white noise in spaces with dominating mixed smoothness ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ The \(n\)-term approximation of periodic generalized Lévy processes ⋮ Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises ⋮ The continuum directed polymer in Lévy noise ⋮ Functional estimation of anisotropic covariance and autocovariance operators on the sphere ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

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