Corpus ID: 119326063

Wavelet Analysis of the Besov Regularity of L\'evy White Noises

  title={Wavelet Analysis of the Besov Regularity of L\'evy White Noises},
  author={Shayan Aziznejad and J. Fageot},
  journal={arXiv: Probability},
  • Shayan Aziznejad, J. Fageot
  • Published 2018
  • Mathematics
  • arXiv: Probability
  • In this paper, we characterize the local smoothness and the asymptotic growth rate of L\'evy white noises. We do so by identifying the weighted Besov spaces in which they are localized. We extend known results in two ways. First, we obtain new bounds for the local smoothness via the Blumenthal-Getoor indices of the L\'evy white noise. We deduce the critical local smoothness when the two indices coincide, which is true for symmetric-alpha-stable, compound Poisson and symmetric-gamma white noises… CONTINUE READING

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