Stable Lévy Motion with Values in the Skorokhod Space: Construction and Approximation

In this article, we introduce an infinite-dimensional analogue of the α -stable Lévy motion, defined as a Lévy process Z = { Z ( t ) } t ≥ 0 with values in the space D of càdlàg functions on [0, 1], equipped with Skorokhod’s J 1 topology. For each t ≥ 0 , Z ( t ) is an α -stable process with sample...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Journal of theoretical probability 2020-06, Vol.33 (2), p.1061-1110
Hauptverfasser:	Balan, Raluca M., Saidani, Becem
Format:	Artikel
Sprache:	eng
Schlagworte:	Dimensional stability Functionals Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Statistics Stochastic processes Topology
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!