scholarly journals Wavelet analysis of the Besov regularity of Lévy white noise

2020 ◽  
Vol 25 (0) ◽  
Author(s):  
Shayan Aziznejad ◽  
Julien Fageot
2001 ◽  
Vol 41 (1) ◽  
pp. 99-104 ◽  
Author(s):  
Gaetano Ferrante ◽  
Dominique Persano Adorno

2016 ◽  
Vol 85 (3) ◽  
pp. 1445-1456 ◽  
Author(s):  
Christian Bucher ◽  
Alberto Di Matteo ◽  
Mario Di Paola ◽  
Antonina Pirrotta

2019 ◽  
Vol 11 (1) ◽  
pp. 70-88
Author(s):  
N.A. Kachanovsky ◽  
T.O. Kachanovska

We deal with spaces of nonregular generalized functions in the Lévy white noise analysis, which are constructed using Lytvynov's generalization of a chaotic representation property. Our aim is to describe a relationship between Wick multiplication and integration on these spaces. More exactly, we show that when employing the Wick multiplication, it is possible to take a time-independent multiplier out of the sign of an extended stochastic integral; establish an analog of this result for a Pettis integral (a weak integral); and prove a theorem about a representation of the extended stochastic integral via the Pettis integral from the Wick product of the original integrand by a Lévy white noise. As examples of an application of our results, we consider some stochastic equations with Wick type nonlinearities.


2013 ◽  
Vol 333-335 ◽  
pp. 597-600
Author(s):  
Yao Bin Hu ◽  
Liang Bin Hu ◽  
Qiang Cheng

Interfering noise of power line is one of the important factors which affects the quality of power line communication (PLC). Its frequency spectrum has the character of the 1/f process and the great autocorrelation. The wavelet analysis is an important signal-processing tool. Selecting suitable wavelet analysis can turn non-white noise to white noise, followed by wiener filtering, we can achieve the purpose of denoising. This paper introduces a denoising method of combining wavelet analysis with wiener filtering. Experiment proves this method has a strong feasibility and practical value.


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