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- Title
Radonification of a cylindrical Lévy process.
- Authors
Alvarado-Solano, Anddy E.
- 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.
- Subjects
LEVY processes; STOCHASTIC processes; HILBERT-Huang transform
- Publication
Random Operators & Stochastic Equations, 2023, Vol 31, Issue 2, p199
- ISSN
0926-6364
- Publication type
Article
- DOI
10.1515/rose-2023-2010