| Issue |
ESAIM: PS
Volume 28, 2024
|
|
|---|---|---|
| Page(s) | 366 - 378 | |
| DOI | https://doi.org/10.1051/ps/2024013 | |
| Published online | 19 November 2024 | |
A Lévy–Itô decomposition on a class of topological monoids
1
Universidad Nacional Autónoma de México, C.P. 04510, Ciudad de México, México
2
Centro de Investigación en Matemáticas, C.P. 36023, Guanajuato, México
* Corresponding author: ulisesperez@ciencias.unam.mx
Received:
14
June
2024
Accepted:
19
September
2024
We investigate a Lévy–Itô formula on a class of topological monoids with a suitable family of characters. This formula generalizes the classical ones for subordinators. Stochastic processes such as classical subordinators, extremal processes, measured-valued processes and the random interlacements model fall into this category.
Mathematics Subject Classification: 60B05 / 60E07
Key words: Subordinator / topological monoid / Lévy–Itô decomposition
© The authors. Published by EDP Sciences, SMAI 2024
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.