Regularization of cylindrical processes in locally convex Spaces

 

שמור ב:
מידע ביבליוגרפי
מחבר: Fonseca Mora, Christian Andrés
פורמט: artículo original
Fecha de Publicación:2020
תיאור: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
מוסד:Universidad de Costa Rica
Repositorio:Kérwá
שפה:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
גישה מקוונת:https://www.worldscientific.com/doi/10.1142/S0219025720500277
https://hdl.handle.net/10669/84956
מילת מפתח:ANÁLISIS ESTOCÁSTICO CON PROCESOS CILÍNDRICOS
Cylindrical stochastic processes
Sazonov’s topology
continuous and càdlàg versions
cylindrical Lévy