{"title":"Radonification of a cylindrical Lévy process","authors":"A. E. Alvarado-Solano","doi":"10.1515/rose-2023-2010","DOIUrl":null,"url":null,"abstract":"Abstract In this work, we present a direct proof about radonification of a cylindrical Lévy process. The radonification technique has been very useful to define a genuine stochastic process starting from a cylindrical process; this is possible thanks to the Hilbert–Schmidt operators. With this work, we want to propose a self-contained simple proof to those who are not familiar with this method and also present our result which is to apply the radonification method to the case of a cylindrical Lévy process.","PeriodicalId":43421,"journal":{"name":"Random Operators and Stochastic Equations","volume":"31 1","pages":"199 - 204"},"PeriodicalIF":0.3000,"publicationDate":"2023-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Random Operators and Stochastic Equations","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1515/rose-2023-2010","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
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Abstract
Abstract In this work, we present a direct proof about radonification of a cylindrical Lévy process. The radonification technique has been very useful to define a genuine stochastic process starting from a cylindrical process; this is possible thanks to the Hilbert–Schmidt operators. With this work, we want to propose a self-contained simple proof to those who are not familiar with this method and also present our result which is to apply the radonification method to the case of a cylindrical Lévy process.
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