Radonification of a cylindrical L\'evy process
Probability
2022-02-22 v2
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.
Cite
@article{arxiv.2202.06761,
title = {Radonification of a cylindrical L\'evy process},
author = {A. E. Alvarado-Solano},
journal= {arXiv preprint arXiv:2202.06761},
year = {2022}
}