Buscar
Mostrando ítems 1-7 de 7
Procesos de Levy Cilíndricos: Regularización e Integración
(2020)
Para la presentación de los resultados de plantea una estructura de una tesis compuesta
de 4 capítulos. Dichos capítulos están descritos acontinuación.
En el Capítulo 1 se presentan algunos preliminares necesarios para ...
Regularization of cylindrical processes in locally convex Spaces
(2020-12-15)
Let Φ be a locally convex space and let Φ′ denote its strong dual. In this paper, we introduce sufficient conditions for the existence of a continuous or a càdlàg Φ′-valued version to a cylindrical process defined on Φ′. ...
Semimartingales on Duals of Nuclear Spaces
(2020-03-26)
This work is devoted to the study of semimartingales on the dual of a general nuclear space. We start by establishing conditions for a cylindrical semimartingale in the strong dual Φ′ of a nuclear space Φ to have a Φ′-valued ...
Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures
(2021)
In this work we introduce a theory of stochastic integration for operator-valued integrands with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces.
The integral is constructed via the ...
Quadratic variation for cylindrical martingale-valued measures
(2023)
This article focuses in the definition of a quadratic variation for cylindrical orthogonal martingale-valued measures defined on Banach spaces. Sufficient and necessary conditions for the existence of such a quadratic ...
On the supremum of a family of set functions
(2023)
The concept of supremum of a family of set functions was introduced by M. Veraar and I. Yaroslavtsev (2016) for families of measures defined on a measurable space. We expand this concept to include families of set functions ...
Stochastic Integration With Respect to Cylindrical Semimartingales
(2021)
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space Φ. Our construction of the stochastic integral is based on the theory of ...