Regularization of cylindrical processes in locally convex Spaces

 

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書目詳細資料
作者: Fonseca Mora, Christian Andrés
格式: artículo original
Fecha de Publicación:2020
實物特徵: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
機構:Universidad de Costa Rica
Repositorio:Kérwá
語言:Inglés
OAI Identifier:oai:kerwa.ucr.ac.cr:10669/84956
在線閱讀: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