A criterion for right continuity of filtrations generated by group-valued additive processes.

DOI10.1016/S0167-7152(03)00055-5zbMath1171.60342OpenAlexW2043680392MaRDI QIDQ1423215

August Michał Zapała

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(03)00055-5

zbMATH Keywords

filtrationAbelian topological groupAdditive stochastic processRight continuous

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) General theory of stochastic processes (60G07) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

• Lévy's Brownian motion as a set-indexed process and a related central limit theorem
• Regularization of trajectories for multiparameter additive processes in groups
• Representations, decompositions and sample function continuity of random fields with independent increments
• Some Strassen-type laws of the iterated logarithm for multiparameter stochastic processes with independent increments
• Sample functions of the Gaussian process
• A Multi-Parameter Gaussian Process
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