Regularity of Gaussian white noise on the d-dimensional torus
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.