LEVY PROCESSES AND LEVY WHITE NOISE AS TEMPERED DISTRIBUTIONS

Dalang, RC; Humeau, T

Dalang, RC (reprint author), Ecole Polytech Fed Lausanne, Inst Math, Stn 8, CH-1015 Lausanne, Switzerland.

ANNALS OF PROBABILITY, 2017; 45 (6B): 4389

Abstract

We identify a necessary and sufficient condition for a Levy white noise to be a tempered distribution. More precisely, we show that if the Levy measur......

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