Existence of continuous and càdlàg versions for cylindrical processes in the dual of a nuclear space

DOI10.1007/S10959-016-0726-0zbMATH Open1405.60005arXiv1511.08443OpenAlexW3098056075MaRDI QIDQ1661587FDOQ1661587

Christian A. Fonseca-Mora

Publication date: 16 August 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: Let $Phi$ be a nuclear space and let $$ denote its strong dual. In this paper we introduce sufficient conditions for a cylindrical process in $Ph{i}^{\prime }$ to have a version that is a $$-valued continuous or c'{a}dl'{a}g process. We also establish sufficient conditions for the existence of such a version taking values and having finite moments in a Hilbert space continuously embedded in $$. Finally, we apply our results to the study of properties of cylindrical martingales in $Ph{i}^{\prime }$.

Full work available at URL: https://arxiv.org/abs/1511.08443

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zbMATH Keywords

cylindrical martingalescylindrical stochastic processesdual of a nuclear spacecontinuous and càdlàg versions

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Sample path properties (60G17) Generalized stochastic processes (60G20) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces
• Modelling Lévy space‐time white noises
• Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces
• Stochastic integration with respect to cylindrical semimartingales
• Semimartingales on duals of nuclear spaces
• Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
• Sur les supports des processus à valeurs dans des espaces nucléaires. (On the supports of processes with values in nuclear spaces)
• Radonification of a cylindrical Lévy process

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