On some cadlaguity moment estimates of stochastic jump processes
Probability
2019-07-09 v2 Functional Analysis
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.
Keywords
Cite
@article{arxiv.1901.01179,
title = {On some cadlaguity moment estimates of stochastic jump processes},
author = {R. Mikulevicius and Fanhui Xu},
journal= {arXiv preprint arXiv:1901.01179},
year = {2019}
}