Modelling Lévy space‐time white noises

Based on the theory of independently scattered random measures, we introduce a natural generalisation Gaussian space-time white noise to Levy-type setting, which call Levy-valued measures. We determine subclass cylindrical Levy processes correspond and describe elements this uniquely by their characteristic function. embed measure, or corresponding process, in space general tempered distributions. For latter case, show that embedding is possible if only certain integrability condition satisfied. Similar existing definitions, additive sheets, integrating measure defines sheet. This relation manifested result, can be viewed as weak derivative sheet