English

On the Skorokhod Representation Theorem

Probability 2007-05-23 v1

Abstract

In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given SS a Polish space, to a given continous path α\alpha in the space of probability measures on SS, we associate a continuous path in the space of SS-valued random variables on a nonatomic probability space (endowed with the topology of the convergence in probability). We call this associated path a lifting of α\alpha. an interesting feature of our result is that we can fix the endpoints ("boundary values") of the lifting of α\alpha, as long as their distribution correspond to the endpoints ("boundary values") of α\alpha. We also discuss an nn-dimensional generalization of this result.

Keywords

Cite

@article{arxiv.math/0601524,
  title  = {On the Skorokhod Representation Theorem},
  author = {Jean Cortissoz},
  journal= {arXiv preprint arXiv:math/0601524},
  year   = {2007}
}