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math.PR2017★ 6 cited
The n-term Approximation of Periodic Generalized Lévy Processes
Julien Fageot, Michael Unser, John Paul Ward
In this paper, we study the compressibility of random processes and fields, called generalized Lévy processes, that are solutions of stochastic differential equations driven by …
math.PR2015★ 18 cited
On the Besov Regularity of Periodic Lévy Noises
Julien Fageot, Michael Unser, John Paul Ward
In this paper, we study the Besov regularity of Lévy white noises on the -dimensional torus. Due to their rough sample paths, the white noises that we consider are defined as ge…