L\'{e}vy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space
Probability
2020-10-13 v2
Abstract
Let be a nuclear space and let denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on and L\'{e}vy processes taking values in . Moreover, we prove the L\'{e}vy-It\^{o} decomposition, the L\'{e}vy-Khintchine formula and the existence of c\`{a}dl\`{a}g versions for -valued L\'{e}vy processes. A characterization for L\'{e}vy measures on is also established. Finally, we prove the L\'{e}vy-Khintchine formula for infinitely divisible measures on .
Keywords
Cite
@article{arxiv.1701.06630,
title = {L\'{e}vy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space},
author = {C. A. Fonseca-Mora},
journal= {arXiv preprint arXiv:1701.06630},
year = {2020}
}
Comments
To appear in Journal of Theoretical Probability