On the completion of Skorokhod space

DOI10.1214/20-ECP346zbMath1454.54015arXiv2003.10787MaRDI QIDQ2201545

Vladislav V. Vysotsky, Mikhail Lifshits

Publication date: 29 September 2020

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.10787

zbMATH Keywords

completionSkorokhod space

Mathematics Subject Classification ID

Stochastic processes (60G99) Extensions of spaces (compactifications, supercompactifications, completions, etc.) (54D35) Applications of functional analysis in probability theory and statistics (46N30)

Cites Work

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• On regulated functions
• Stochastic-Process Limits
• Metric Modular Spaces
• Large Deviations for Trajectories of Multi-Dimensional Random Walks
• Large deviations for processes with independent increments

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