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Publication details

Document type
Book chapters


Title
Intemperate Lévy Processes and White Noises

Participants in the publication
Rui Vilela Mendes (Author)
CMAFcIO
Summary
The distributional support of Lévy processes is important for the construction\nof sparse statistical models, integration in infinite dimensions and the existence\nof generalized solutions of stochastic partial differential equations driven by Lévy\nwhite noise. The white noise associated to a class of Lévy processes without support\nin S', the space of tempered distributions, is constructed as a generalized random\nprocess. This construction also provides measures on the distribution spaces that\nsupport the paths of the Lévy processes.

Date of Publication
2024

Institution
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

Where published
Springer Proceedings in Mathematics & Statistics,From Particle Systems to Partial Differential Equations

Publication Identifiers
ISSN - 2194-1009

Publisher
Springer International Publishing

Edition
1

Number of pages
6
Starting page
233
Last page
238

Document Identifiers
DOI - https://doi.org/10.1007/978-3-031-65195-3_10
URL - http://dx.doi.org/10.1007/978-3-031-65195-3_10


Export

APA
Rui Vilela Mendes, (2024). Intemperate Lévy Processes and White Noises. Springer Proceedings in Mathematics & Statistics,From Particle Systems to Partial Differential Equations, 233-238

IEEE
Rui Vilela Mendes, "Intemperate Lévy Processes and White Noises" in Springer Proceedings in Mathematics & Statistics,From Particle Systems to Partial Differential Equations, 2024, pp. 233-238

BIBTEX
@incollection{61961, author = {Rui Vilela Mendes}, title = {Intemperate Lévy Processes and White Noises}, booktitle = {Springer Proceedings in Mathematics & Statistics,From Particle Systems to Partial Differential Equations}, year = 2024, pages = {233-238}, address = {}, publisher = {Springer International Publishing} }