On representations of stochastic processes by Radon measures on D(0,1) | Zendy

Jolanta Grala-Michalak | Zendy; Artur Michalak | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

On representations of stochastic processes by Radon measures on D(0,1)

Author(s) -

Jolanta Grala-Michalak,

Artur Michalak

Publication year - 2008

Publication title -

acta et commentationes universitatis tartuensis de mathematica

Language(s) - English

Resource type - Journals

eISSN - 2228-4699

pISSN - 1406-2283

DOI - 10.12697/acutm.2008.12.03

Subject(s) - radon , banach space , measure (data warehouse) , radon measure , stochastic process , lévy process , space (punctuation) , mathematics , probability measure , process (computing) , stable process , pure mathematics , discrete mathematics , computer science , statistics , locally compact space , physics , data mining , quantum mechanics , operating system

We provide a necessary and sufficient condition for a stochastic process X = {Xt : t ∈ [0, 1]}, taking values in a real Banach space B, for the existence of a probability Radon measure on the space D((0, 1), B) such that the process {et : t ∈ [0, 1]} consisting of evaluationfunctionals is distributed as X. The condition may be easy verified for Levy processes.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research