On the Besov regularity of periodic Lévy noises
نویسندگان
چکیده
Article history: Received 27 August 2014 Received in revised form 9 June 2015 Accepted 5 July 2015 Available online xxxx Communicated by Dominique Picard MSC: 60G05 60G17 60G20 60G52 60H40 42C40 46E35
منابع مشابه
Multidimensional Lévy White Noise in Weighted Besov Spaces
In this paper, we study the Besov regularity of a general d-dimensional Lévy white noise. More precisely, we describe new sample paths properties of a given noise in terms of weighted Besov spaces. In particular, we characterize the smoothness and integrability properties of the noise using the indices introduced by Blumenthal, Getoor, and Pruitt. Our techniques rely on wavelet methods and gene...
متن کاملRegularity of density for SDEs driven by degenerate Lévy noises*
By using Bismut’s approach to the Malliavin calculus with jumps, we study the regularity of the distributional density for SDEs driven by degenerate additive Lévy noises. Under full Hörmander’s conditions, we prove the existence of distributional density and the weak continuity in the first variable of the distributional density. Moreover, under a uniform first order Lie’s bracket condition, we...
متن کاملPeriodic Solutions of the Korteweg-de Vries Equation Driven by White Noise
Abstract. We consider a Korteweg-de Vries equation perturbed by a noise term on a bounded interval with periodic boundary conditions. The noise is additive, white in time and “almost white in space”. We get a local existence and uniqueness result for the solutions of this equation. In order to obtain the result, we use the precise regularity of the Brownian motion in Besov spaces, and the metho...
متن کاملModulation Spaces, Wiener Amalgam Spaces, and Brownian Motions
We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M s and Wiener amalgam spaces W p,q s . We show that the periodic Brownian motion belongs locally in time to M s (T) and W p,q s (T) for (s − 1)q < −1, and the condition on the indices is optimal. Moreover, with the Wiener measure μ on T, we show that (M s (T), μ) and (W p,q s (T...
متن کاملNSTITUTE 2015 : 06 Regularity of Gaussian Processes on Dirichlet Spaces
We are interested in the regularity of centered Gaussian processes (Z x (ω)) x∈M indexed by compact metric spaces (M, ρ). It is shown that the almost everywhere Besov space regularity of such a process is (almost) equivalent to the Besov regularity of the covariance K(x, y) = E(Z x Z y) under the assumption that (i) there is an underlying Dirichlet structure on M which determines the Besov spac...
متن کامل