Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space

被引:0
作者
C. A. Fonseca-Mora
机构
[1] Universidad de Costa Rica,Escuela de Matemática
来源
Journal of Theoretical Probability | 2023年 / 36卷
关键词
Cylindrical stochastic processes; Processes with continuous and càdlàg paths; Almost sure uniform convergence; Dual of a nuclear space; 60B11; 60G17; 60G20;
D O I
暂无
中图分类号
学科分类号
摘要
Let Φ\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Phi $$\end{document} be a nuclear space, and let Φ′\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Phi '$$\end{document} denote its strong dual. In this paper, we introduce sufficient conditions for the almost sure uniform convergence on bounded intervals of time for a sequence of Φ′\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Phi '$$\end{document}-valued processes having continuous (respectively, càdlàg) paths. The main result is formulated first in the general setting of cylindrical processes but later specialized to other situations of interest. In particular, we establish conditions for the convergence to occur in a Hilbert space continuously embedded in Φ′\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\Phi '$$\end{document}. Furthermore, in the context of the dual of an ultrabornological nuclear space (like spaces of smooth functions and distributions) we also include applications to convergence in Lr\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^{r}$$\end{document} uniformly on a bounded interval of time, to the convergence of a series of independent càdlàg processes, and to the convergence of solutions to linear stochastic evolution equations driven by Lévy noise.
引用
收藏
页码:2564 / 2589
页数:25
相关论文
共 23 条
  • [1] Basse-O’Connor A(2013)On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes Ann. Probab. 41 4317-4341
  • [2] Rosiński J(2018)Existence of continuous and Càdlàg versions for cylindrical processes in the dual of a nuclear space J. Theor. Probab. 31 867-894
  • [3] Fonseca-Mora CA(2018)Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space Stoch. PDE Anal. Comput. 6 618-689
  • [4] Fonseca-Mora CA(2020)Lévy processes and infinitely divisible measures in the dual of a nuclear space J. Theor. Probab. 33 649-691
  • [5] Fonseca-Mora CA(2020)Tightness and weak convergence of probabilities on the Skorokhod space on the dual of a nuclear space and applications Studia Math. 254 109-147
  • [6] Fonseca-Mora CA(2022)Stochastic evolution equations with Lévy noise in the dual of a nuclear space Stoch. PDE Anal. Comput. 17 125-172
  • [7] Fonseca-Mora CA(1988)Stochastic evolution equations driven by nuclear-space-valued martingales Appl. Math. Optim. 25 26-636
  • [8] Kallianpur G(2020)The stochastic Cauchy problem driven by a cylindrical Lévy process Electron. J. Probab. 35 629-199
  • [9] Pérez-Abreu V(1983)On the sample continuity of J. Math. Soc. Jpn 43 185-675
  • [10] Kumar U(1992)-processes J. Multivariate Anal. 53 659-993