top
In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces 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 . This is shown to be optimal as well.
Mark C. Veraar. "Regularity of Gaussian white noise on the d-dimensional torus." Banach Center Publications 95.1 (2011): 385-398. <http://eudml.org/doc/281684>.
@article{MarkC2011, abstract = {In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces $B^\{-d/2\}_\{p,∞\}(^d)$ 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 $b̂^\{-d/p\}_\{p,∞\}(^d)$. This is shown to be optimal as well.}, author = {Mark C. Veraar}, journal = {Banach Center Publications}, keywords = {Gaussian white noise; Gaussian processes; Besov spaces; Sobolev spaces; path regularity; Fourier-Besov spaces}, language = {eng}, number = {1}, pages = {385-398}, title = {Regularity of Gaussian white noise on the d-dimensional torus}, url = {http://eudml.org/doc/281684}, volume = {95}, year = {2011}, }
TY - JOUR AU - Mark C. Veraar TI - Regularity of Gaussian white noise on the d-dimensional torus JO - Banach Center Publications PY - 2011 VL - 95 IS - 1 SP - 385 EP - 398 AB - In this paper we prove that a Gaussian white noise on the d-dimensional torus has paths in the Besov spaces $B^{-d/2}_{p,∞}(^d)$ 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 $b̂^{-d/p}_{p,∞}(^d)$. This is shown to be optimal as well. LA - eng KW - Gaussian white noise; Gaussian processes; Besov spaces; Sobolev spaces; path regularity; Fourier-Besov spaces UR - http://eudml.org/doc/281684 ER -