Abstract

Several equivalent characterizations of continuous curves in the total variation norm are given, which enable us to provide a sufficient condition for a purely atomic finite measure-valued stochastic process to possess a version with continuous sample paths in the total variation norm. Our criterion is in the form of Kolmogorov’s continuity theorem. As an application, we apply this criterion to study the sample path property of finite measure-valued diffusions with immigrations constructed by Shiga (1990).

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.