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

DOI10.1007/S10959-016-0726-0MaRDI QIDQ1661587zbMATH OpenOpenAlexFDO

Authors Christian A. Fonseca-Mora

Publication date 16 August 2018

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

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

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)

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 $Ph{i}^{\prime }$.

Recommendations

• Regularization of cylindrical processes in locally convex spaces
• Semimartingales on duals of nuclear spaces
• Existence and uniqueness of a martingale problem in \(D({{\mathbb{R}{}}_ +},{\mathcal L}')\)
• Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications
• Sur les supports des processus à valeurs dans des espaces nucléaires. (On the supports of processes with values in nuclear spaces)

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Cited in

(12)

• Radonification of a cylindrical Lévy process
• Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications
• Regularization of cylindrical processes in locally convex spaces
• Almost sure uniform convergence of stochastic processes in the dual of a nuclear space
• 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)

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