Infinitely divisible cylindrical measures on Banach spaces

• Autorzy: Markus Riedle
• Języki publikacji: EN

Abstrakty

EN

In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new results on genuine Lévy measures on Banach spaces.

Kategorie tematyczne

• 60G20: Generalized stochastic processes
• 60B11: Probability theory on linear topological spaces
• 46G12: Measures and integration on abstract linear spaces
• 46B09: Probabilistic methods in Banach space theory

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Studia Mathematica
• Rocznik: 2011
• Tom: 207
• Numer: 3
• Strony: 235-256

Daty

wydano

2011

Twórcy

autor

Markus Riedle

• Department of Mathematics, King's College London, London WC2R 2LS, UK

Identyfikatory

DOI

10.4064/sm207-3-2