Multidimensional Lévy White Noises in Weighted Besov Spaces
arXiv:1603.01502
Abstract
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.
26 pages, 2 figures