Regularity of Gaussian white noise on the d-dimensional torus
Mark C. Veraar
Banach Center Publications, Tome 95 (2011), p. 385-398 / Harvested from The Polish Digital Mathematics Library
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In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces Bp,∞-d/2(d) with p ∈ [1,∞). This result is shown to be optimal in several ways. We also show that Gaussian white noise on the d-dimensional torus has paths in the Fourier-Besov space b̂p,∞-d/p(d). This is shown to be optimal as well.

Publié le : 2011-01-01
EUDML-ID : urn:eudml:doc:281684 
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     author = {Mark C. Veraar},
     title = {Regularity of Gaussian white noise on the d-dimensional torus},
     journal = {Banach Center Publications},
     volume = {95},
     year = {2011},
     pages = {385-398},
     zbl = {1252.60035},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc95-0-24}
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Mark C. Veraar. Regularity of Gaussian white noise on the d-dimensional torus. Banach Center Publications, Tome 95 (2011) pp. 385-398. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc95-0-24/