Title:
Lévy Processes in Cones of Banach Spaces
Lévy Processes in Cones of Banach Spaces
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Author(s)
Pérez-Abreu, Víctor
Rocha-Arteaga, Alfonso
Rocha-Arteaga, Alfonso
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Abstract
Subordinators in Banach spaces are studied. The existence of the special Lévy-Khintchine representation is related to the geometry of the space and a Pettis integral with respect to the underlying Lévy measure. Rates of growth of subordinators in a special type of Banach spaces are studied, including laws of iterated logarithm which give new results in finite dimensions bigger than one.
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2003-11
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Text
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Pre-print