On representations of stochastic processes by Radon measures on D(0,1)
We provide a necessary and sufficient condition for a stochastic process X = {Xt : t ∈ [0, 1]}, taking values in a real Banach space B, for the existence of a probability Radon measure on the space D((0, 1), B) such that the process {et : t ∈ [0, 1]} consisting of evaluationfunctionals is distribute...
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Veröffentlicht in: | Acta et commentationes Universitatis Tartuensis de mathematica 2008-12, Vol.12, p.31-43 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | We provide a necessary and sufficient condition for a stochastic process X = {Xt : t ∈ [0, 1]}, taking values in a real Banach space B, for the existence of a probability Radon measure on the space D((0, 1), B) such that the process {et : t ∈ [0, 1]} consisting of evaluationfunctionals is distributed as X. The condition may be easy verified for Levy processes. |
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ISSN: | 1406-2283 2228-4699 |
DOI: | 10.12697/ACUTM.2008.12.03 |