圆柱形lsamvy过程的辐射化

IF 0.3 Q4 STATISTICS & PROBABILITY

Random Operators and Stochastic Equations Pub Date : 2023-05-16 DOI:10.1515/rose-2023-2010

A. E. Alvarado-Solano

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引用次数: 0

摘要

在这项工作中，我们给出了一个关于圆柱形lsamvy过程辐射化的直接证明。放射技术对于定义一个真正的随机过程非常有用，从一个圆柱形过程开始;这要归功于希尔伯特-施密特算子。通过这项工作，我们想向那些不熟悉这种方法的人提出一个独立的简单证明，并提出我们的结果，即将辐射化方法应用于圆柱形lsamvy过程的情况。

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Radonification of a cylindrical Lévy process

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.

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来源期刊

Random Operators and Stochastic Equations STATISTICS & PROBABILITY-

CiteScore

0.60

自引率

25.00%

发文量