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On a family of Lévy processes without support in S′
Statistics & Probability Letters ( IF 0.8 ) Pub Date : 2024-02-07 , DOI: 10.1016/j.spl.2024.110077
R. Vilela Mendes

The distributional support of the sample paths of Lévy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimensions and the existence of generalized solutions of stochastic partial differential equations driven by Lévy white noise. Here one considers a family of Lévy processes which are a. s. not supported in . For they are supported in , the space of distributions of exponential type and for on a generalized space of power exponential type.

中文翻译:

不支持 S′ 的 Lévy 过程族

Lévy过程样本路径的分布支持是构建稀疏统计模型、无限维积分理论以及Lévy白噪声驱动的随机偏微分方程广义解存在性的重要问题。这里我们考虑一系列 Lévy 进程,这些进程在 . 因为它们在 ,指数型分布空间和幂指数型广义空间上得到支持。
更新日期:2024-02-07
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