Sample paths of white noise in spaces with dominating mixed smoothness

نویسندگان

چکیده

Abstract The sample paths of white noise are proved to be elements certain Besov spaces with dominating mixed smoothness. Unlike in isotropic spaces, here the regularity does not get worse increasing space dimension. Consequently, is actually much smoother than known sharp results suggest. An application our techniques yields new for solutions Poisson and heat equation on half boundary noise. main novelty flexible treatment interplay between singularity at smoothness tangential, normal time direction.

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Function spaces with dominating mixed smoothness

Acknowledgements I would like to express my deepest appreciation to my supervisors Professor Hans-Jürgen Schmeisser and Professor Winfried Sickel for their support and many hints and comments. I thank also Professor Hans Triebel for many valuable discussions on the topic of this work.

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ژورنال

عنوان ژورنال: Banach Journal of Mathematical Analysis

سال: 2021

ISSN: ['1735-8787', '2662-2033']

DOI: https://doi.org/10.1007/s43037-021-00136-8