BIBLIOS

Tipo
Capítulo em Livro


Título
Intemperate Lévy Processes and White Noises

Participantes na publicação
Rui Vilela Mendes (Author)
CMAFcIO

Resumo
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.


Instituição
FACULDADE DE CIÊNCIAS DA UNIVERSIDADE DE LISBOA

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

Identificadores da Publicação
ISSN - 2194-1009

Editora
Springer International Publishing



Identificadores do Documento
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