The Levy-Ito decomposition of sample paths of Levy processes with values in the space of probability measures

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概要

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• A definition of Lévy processes with values in the space of probability measures was introduced by Shiga and Tanaka (Electronic J. Prob. 11 (2006)). It is shown that the Lévy process with values in the space of probability measures in law has a modification satisfying a certain condition. The modification is a Lévy process in the sense of Shiga and Tanaka. The Lévy-Itô decomposition of sample paths of the Lévy process satisfying the condition is derived.

• 社団法人 日本数学会の論文
• 2009-01-01

著者

• Yamamuro Kouji

  Faculty Of Engineering Gifu University

関連論文

• The Levy-Ito decomposition of sample paths of Levy processes with values in the space of probability measures

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