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arXiv · 1901.01179

On some cadlaguity moment estimates of stochastic jump processes

R. Mikulevicius·Fanhui Xu
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Abstract

Using the results of X. Fernique on the compactness of distributions of cadlag random functions, we derive some cadlaguity moment estimates for stochastic processes with jumps.

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R. Mikulevicius, Fanhui Xu. 2019-01-04. On some cadlaguity moment estimates of stochastic jump processes. https://arxiv.org/abs/1901.01179

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