Semimartingales on duals of nuclear spaces
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Publication:2184595
DOI10.1214/20-EJP444zbMath1445.60037arXiv1902.03981MaRDI QIDQ2184595
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.03981
Lévy processessemimartingalesregularization theoremdual of a nuclear spacecylindrical semimartingalessemimartingale canonical representation
Generalizations of martingales (60G48) Sample path properties (60G17) Generalized stochastic processes (60G20) Probability theory on linear topological spaces (60B11)
Related Items (3)
Lévy processes and infinitely divisible measures in the dual of a nuclear space ⋮ Regularization of cylindrical processes in locally convex spaces ⋮ Stochastic integration with respect to cylindrical semimartingales
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