Existence of Continuous and Cadlag Versions for Cylindrical Processes in the Dual of a Nuclear Space

被引：13

作者：

Fonseca-Mora, C. A. ^{[1
]}

机构：

[1] Univ Costa Rica, Escuela Matemat, San Jose 115012060, Costa Rica

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2018年 / 31卷 / 02期

关键词：

Cylindrical stochastic processes; Dual of a nuclear space; Continuous and cadlag versions; Cylindrical martingales; VALUED-PROCESSES; BANACH-SPACES;

D O I：

10.1007/s10959-016-0726-0

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let be a nuclear space and let denote its strong dual. In this paper, we introduce sufficient conditions for a cylindrical process in to have a version that is a -valued continuous or cA dlA g process. We also establish sufficient conditions for the existence of such a version taking values and having finite moments in a Hilbert space continuously embedded in . Finally, we apply our results to the study of properties of cylindrical martingales in Phi'.

引用

页码：867 / 894

页数：28

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