Regularization of cylindrical processes in locally convex Spaces

 

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφέας: Fonseca Mora, Christian Andrés
Μορφή: artículo original
Ημερομηνία έκδοσης:2020
Περιγραφή: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′.
Χώρα:Kérwá
Ίδρυμα:Universidad de Costa Rica
Repositorio:Kérwá
Γλώσσα:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
Διαθέσιμο Online:https://www.worldscientific.com/doi/10.1142/S0219025720500277
https://hdl.handle.net/10669/84956
Λέξη-Κλειδί :ANÁLISIS ESTOCÁSTICO CON PROCESOS CILÍNDRICOS
Cylindrical stochastic processes
Sazonov’s topology
continuous and càdlàg versions
cylindrical Lévy