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Publication
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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.
Michaël Unser, Julien René Pierre Fageot, John Paul Ward
Dasaraden Mauree, Fabian Guignard
Dasaraden Mauree, Fabian Guignard