Regularization of cylindrical processes in locally convex Spaces

 

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Detalles Bibliográficos
Autor: Fonseca Mora, Christian Andrés
Formato: artículo original
Fecha de Publicación:2020
Descripción:Let Φ be a locally convex space and let Φ′ denote its strong dual. In this paper, we introduce sufficient conditions for the existence of a continuous or a càdlàg Φ′-valued version to a cylindrical process defined on Φ′. Our result generalizes many other known results on the literature and their different connections will be discussed. As an application, we provide sufficient conditions for the existence of a Φ′-valued càdlàg Lévy process version to a given cylindrical Lévy process in Φ′.
País:Kérwá
Institución:Universidad de Costa Rica
Repositorio:Kérwá
Lenguaje:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
Acceso en línea:https://www.worldscientific.com/doi/10.1142/S0219025720500277
https://hdl.handle.net/10669/84956
Palabra clave:ANÁLISIS ESTOCÁSTICO CON PROCESOS CILÍNDRICOS
Cylindrical stochastic processes
Sazonov’s topology
continuous and càdlàg versions
cylindrical Lévy