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Multidimensional Lévy White Noises in Weighted Besov Spaces

In this paper, we study the Besov regularity of d-dimensional Lévy white noises. More precisely, we describe new sample paths properties of a given white noise in terms of weighted Besov spaces. In particular, the smoothness and integrability properties of Lévy white noises are characterized using the Blumenthal-Getoor indices. Our techniques rely on wavelet methods and generalized moments estimates for Lévy white noises.

preprint2016arXivOpen access
Julien FageotAlireza FallahMichael Unser
math.PRmath.FA
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Julien FageotAlireza FallahMichael Unser

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