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.
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 callDisclaimer: 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.
