Regularization of cylindrical processes in locally convex Spaces

 

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Dades bibliogràfiques
Autor: Fonseca Mora, Christian Andrés
Format: artículo original
Data de publicació:2020
Descripció: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′.
Pais:Kérwá
Institution:Universidad de Costa Rica
Repositorio:Kérwá
Idioma:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
Accés en línia:https://www.worldscientific.com/doi/10.1142/S0219025720500277
https://hdl.handle.net/10669/84956
Paraula clau:ANÁLISIS ESTOCÁSTICO CON PROCESOS CILÍNDRICOS
Cylindrical stochastic processes
Sazonov’s topology
continuous and càdlàg versions
cylindrical Lévy