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2019 On some càdlàguity moment estimates of stochastic jump processes
R. Mikulevičius, Fanhui Xu
Electron. Commun. Probab. 24: 1-11 (2019). DOI: 10.1214/19-ECP280

Abstract

Using X. Fernique’s results on the compactness of distributions of càdlàg random functions, we derive some embedding type càdlàguity moment estimates for stochastic processes with jumps.

Citation

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R. Mikulevičius. Fanhui Xu. "On some càdlàguity moment estimates of stochastic jump processes." Electron. Commun. Probab. 24 1 - 11, 2019. https://doi.org/10.1214/19-ECP280

Information

Received: 15 July 2019; Accepted: 24 November 2019; Published: 2019
First available in Project Euclid: 20 December 2019

zbMATH: 07149362
MathSciNet: MR4049089
Digital Object Identifier: 10.1214/19-ECP280

Subjects:
Primary: 46E35 , 60G17 , 60G60

Keywords: embedding theorems , path regularity of stochastic processes

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