On liftings and the regularization of stochastic processes (Q1092513)
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English | On liftings and the regularization of stochastic processes |
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On liftings and the regularization of stochastic processes (English)
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1988
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We show that not all liftings are suitable tools for the regularization of stochastic processes. Under continuum hypothesis, we construct a Glivenko-Cantelli class Z on [0,1] and a lifting \(\rho\) of \(L^{\infty}\) such that \(\rho\) Z is not a Glivenko-Cantelli class. This strongly contrasts with the fact, shown earlier by the author, that some special liftings have excellent regularization properties.
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liftings
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continuum hypothesis
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Glivenko-Cantelli class
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regularization properties
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