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• W3160686265 abstract "Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-valued random measures. We determine the subclass of cylindrical Levy processes which correspond to Levy-valued random measures, and describe the elements of this subclass uniquely by their characteristic function. We embed the Levy-valued random measure, or the corresponding cylindrical Levy process, in the space of general and tempered distributions. For the latter case, we show that this embedding is possible if and only if a certain integrability condition is satisfied. Similar to existing definitions, we introduce Levy-valued additive sheets, and show that integrating a Levy-valued random measure in space defines a Levy-valued additive sheet. This relation is manifested by the result, that a Levy-valued random measure can be viewed as the weak derivative of a Levy-valued additive sheet in the space of distributions." @default.
• W3160686265 created "2021-05-24" @default.
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• W3160686265 date "2021-05-06" @default.
• W3160686265 modified "2023-10-13" @default.
• W3160686265 title "Modelling Lévy space‐time white noises" @default.
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• W3160686265 doi "https://doi.org/10.1112/jlms.12465" @default.
• W3160686265 hasPublicationYear "2021" @default.
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