On some càdlàguity moment estimates of stochastic jump processes
From MaRDI portal
Publication:2285763
DOI10.1214/19-ECP280zbMath1428.60069arXiv1901.01179MaRDI QIDQ2285763
Fanhui Xu, Remigijus Mikulevičius
Publication date: 9 January 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1901.01179
Random fields (60G60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Sample path properties (60G17)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sobolev embedding for stochastic processes
- Compactness of distributions of cadlag random functions
- Time regularity of solutions to linear equations with Lévy noise in infinite dimensions
- On stochastic processes whose trajectories have no discontinuities of the second kind
- Some Results of Backward Itô Formula
- Properties of Sample Functions for Stochastic Processes and Embedding Theorems
- Foundations of Modern Probability