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arXiv · 2202.06761

Radonification of a cylindrical L\'evy process

A. E. Alvarado-Solano
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Abstract

In this work we present a direct proof about radonification of a cylindrical L\'evy process. The radonification technique has been very useful to define an 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 proofs who those who are not familiar with this method, and also present our result which it is apply the radonification method to the case of a cylindrical L\'evy process.

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BibTeXRIS

A. E. Alvarado-Solano. 2022-02-14. Radonification of a cylindrical L\'evy process. https://arxiv.org/abs/2202.06761

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