Lévy processes and infinitely divisible measures in the dual of a nuclear space

DOI10.1007/s10959-019-00972-3zbMath1450.60004arXiv1701.06630OpenAlexW3101160621MaRDI QIDQ2181611

Christian A. Fonseca-Mora

Publication date: 19 May 2020

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

Full work available at URL: https://arxiv.org/abs/1701.06630

zbMATH Keywords

Lévy processesLévy measureLévy-Khintchine formulainfinitely divisible measurescylindrical Lévy processesLévy-Itô decompositiondual of a nuclear space

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Probability theory on linear topological spaces (60B11)

Related Items

Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces ⋮ Almost sure uniform convergence of stochastic processes in the dual of a nuclear space ⋮ 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 ⋮ Modelling Lévy space‐time white noises ⋮ Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space

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