Multidimensional Lévy White Noises in Weighted Besov Spaces (1603.01502v1)

Published 4 Mar 2016 in math.PR and math.FA

Abstract: In this paper, we study the Besov regularity of d-dimensional L\'evy 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 L\'evy white noises are characterized using the Blumenthal-Getoor indices. Our techniques rely on wavelet methods and generalized moments estimates for L\'evy white noises.

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