Title:
Lévy Processes in Cones of Banach Spaces
Lévy Processes in Cones of Banach Spaces
Files
Authors
Pérez-Abreu, Víctor
Rocha-Arteaga, Alfonso
Rocha-Arteaga, Alfonso
Authors
Advisors
Advisors
Associated Organizations
Series
Collections
Supplementary to
Permanent Link
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.
Sponsor
Date Issued
2003-11
Extent
Resource Type
Text
Resource Subtype
Pre-print