Radonifying operators and infinitely divisible Wiener integrals
Probability
2015-06-18 v1
Abstract
In this article we illustrate the relation between the existence of Wiener integrals with respect to a Levy process in a separable Banach space and radonifying operators. For this purpose, we introduce the class of theta-radonifying operators, i.e. operators which map a cylindrical measure theta to a genuine Radon measure. We study this class of operators for various examples of infinitely divisible cylindrical measures theta and highlight the differences from the Gaussian case.
Cite
@article{arxiv.1506.05142,
title = {Radonifying operators and infinitely divisible Wiener integrals},
author = {Markus Riedle},
journal= {arXiv preprint arXiv:1506.05142},
year = {2015}
}
Comments
16 pages