A Lévy–Itô decomposition on a class of topological monoids

\nWe investigate a Lévy–Itô formula on a class of topological monoids with a suitable family of characters. This formula generalizes the classical ones for subordinators. Stochastic processes such as classical subordinators, extremal processes, measured-valued processes and the random interlacements model fall into this category.\n

Publication Details

Journal
Springer Link (Chiba Institute of Technology)
Published
2024-11-19
DOI
https://doi.org/10.1051/ps/2024013/pdf
Primary Topic
Advanced Banach Space Theory
Type
article
Field-Weighted Citation Impact
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article

A Lévy–Itô decomposition on a class of topological monoids

Springer Link (Chiba Institute of Technology)
Advanced Banach Space Theory
article

A Lévy–Itô decomposition on a class of topological monoids

article en

Abstract

\nWe investigate a Lévy–Itô formula on a class of topological monoids with a suitable family of characters. This formula generalizes the classical ones for subordinators. Stochastic processes such as classical subordinators, extremal processes, measured-valued processes and the random interlacements model fall into this category.\n

Springer Link (Chiba Institute of Technology)
Openalex Percentile: Top 53%
Advanced Banach Space Theory
DOIOpen Access PDFOpenAlex
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A Lévy–Itô decomposition on a class of topological monoids · Springer Link (Chiba Institute of Technology) (2024) | TGRS Research Map | TGRS