On representations of stochastic processes by Radon measures on D(0,1)

Authors

  • Jolanta Grala-Michalak A. Mickiewicz University
  • Artur Michalak A. Mickiewicz University

DOI:

https://doi.org/10.12697/ACUTM.2008.12.03

Keywords:

continuous realizations, D(01) space, Levy process

Abstract

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 evaluation
functionals is distributed as X. The condition may be easy verified for Levy processes.

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Published

2008-12-31

Issue

Section

Articles