Radonification of a cylindrical Lévy process
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Anddy E. Alvarado-Solano
Abstract
In this work, we present a direct proof about radonification of a cylindrical Lévy process. The radonification technique has been very useful to define a genuine stochastic process starting from a cylindrical process; this is possible thanks to the Hilbert–Schmidt operators. With this work, we want to propose a self-contained simple proof to those who are not familiar with this method and also present our result which is to apply the radonification method to the case of a cylindrical Lévy process.
Acknowledgements
The author acknowledges the Instituto Tecnológico de Costa Rica for supporting the research.
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Communicated by: Nikolai Leonenko
References
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Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- 𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le Cam–Stratonovich–Boole theory for Itô diffusions
- A chaotic decomposition for the fractional Lebesgue–Pascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process
Articles in the same Issue
- Frontmatter
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
- 𝕃2-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
- The truncated Euler–Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero
- Le Cam–Stratonovich–Boole theory for Itô diffusions
- A chaotic decomposition for the fractional Lebesgue–Pascal noise space
- Lp -solution for BSDEs driven by a Lévy process
- Radonification of a cylindrical Lévy process
