A Lévy–Itô decomposition on a class of topological monoids

A Lévy–Itô decomposition on a class of topological monoids

We investigate a Lévy–Itô formula on a class of topological monoids with a suitable family of characters. This formula generalizes the classical ones for subordinators. Stochastic processes such as classical subordinators, extremal processes, measured-valued processes and the random interlacements m...

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Veröffentlicht in:Probability and statistics 2024-11, Vol.28, p.366-378
Hauptverfasser: Pérez-Cendejas, Ulises, Pérez-Suárez, Gerardo
Format: Artikel
Sprache:eng
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Zusammenfassung:We investigate a Lévy–Itô formula on a class of topological monoids with a suitable family of characters. This formula generalizes the classical ones for subordinators. Stochastic processes such as classical subordinators, extremal processes, measured-valued processes and the random interlacements model fall into this category.
ISSN:1262-3318
1262-3318
DOI:10.1051/ps/2024013