A general theorem for decomposition of linear random processes (original) (raw)
Related papers
Some remarks on associated random fields, random measures and point processes
Latin American Journal of Probability and Mathematical Statistics
Stochastic processes as Fourier transforms of stochastic measures
Annales Academiae Scientiarum Fennicae Series A I Mathematica, 1975
Spectral representation of semistable processes, and semistable laws on Banach spaces
Journal of Multivariate Analysis, 1987
An integral representation for selfdecomposable banach space valued random variables
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1983
On limit theorems for Banach-space-valued linear processes
Lithuanian Mathematical Journal, 2010
Convex Hulls of Regularly Varying Processes
Journal of Mathematical Sciences, 2014
An abstract Radon-Nikodym theorem
Journal of Mathematical Analysis and Applications, 1973
On weakly measurable stochastic processes and absolutely summing operators
Mathematica Bohemica
Gaussian measures on a Banach space
Journal of Functional Analysis, 1970
Introduction to Infinite Dimensional Stochastic Analysis
2000
On Gaussian measures in certain locally convex spaces
Journal of Multivariate Analysis, 1972
Journal of Functional Analysis, 1973
A reformulation of the Radon-Nikodým theorem
Proceedings of the American Mathematical Society, 1975
On sample path properties of semistable processes
Journal of Multivariate Analysis, 1987
On a class of Markov processes in Hilbert space
Mathematische Zeitschrift, 1973
Ergodic theorems for spatial processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1979
Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2012
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1978
Almost Sure Convergence and Decomposition of Multivalued Random Processes
Rocky Mountain Journal of Mathematics, 1999
Construction of Set-Valued Dual Processes on Manifolds
2020
2011
On Lévy processes, Malliavin calculus and market models with jumps
Frederic Utzet, Josep Vives Santa-Eulalia
Finance and Stochastics, 2002
Cylindrical probabilities and the differentiation of vector measures
Nagoya mathematical journal
Gaussian measures in certain function spaces
Lecture Notes in Mathematics, 1981
A Metrized Duality Theorem for Markov Processes
Lévy processes: Capacity and Hausdorff dimension
The Annals of Probability, 2005
Potential Theory of Moderate Markov Dual Processes
Potential Analysis, 2009
Naturality, standardness, and weak duality for Markov processes
Probability Theory and Related Fields, 1984
Resampling and distributions of functionals of random processes
1997
A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes
Applications of Mathematics
An operator version of a theorem of Kolmogorov
Pacific Journal of Mathematics, 1975
2016
Existence of the linear prediction for Banach space valued Gaussian processes
Journal of Multivariate Analysis, 1981
A dual characterisation of the Radon-Nikodym property
Bulletin of the Australian Mathematical Society, 2000
On the existence of continuous processes with given one-dimensional distributions
Electronic Communications in Probability