L\'evy processes with values in locally convex Suslin spaces

Content Provider	Semantic Scholar
Author	Baumgartner, Florian
Copyright Year	2015
Abstract	We provide a L\'evy-It\^o decomposition of sample paths of L\'evy processes with values in complete locally convex Suslin spaces. This class of state spaces contains the well investigated examples of separable Banach spaces, as well as Fr\'echet or distribution spaces among many others. Sufficient conditions for the existence of a pathwise compensated Poisson integral handling infinite activity of the L\'evy process are given.
File Format	PDF HTM / HTML
Alternate Webpage(s)	https://arxiv.org/pdf/1510.00538v1.pdf
Alternate Webpage(s)	http://export.arxiv.org/pdf/1510.00538
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article