کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4669474 1633901 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lifting Lévy processes to hyperfinite random walks
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Lifting Lévy processes to hyperfinite random walks
چکیده انگلیسی

An internal lifting for an arbitrary measurable Lévy process is constructed. This lifting reflects our intuitive notion of a process which is the infinitesimal sum of its infinitesimal increments, those in turn being independent from and closely related to each other – for short, the process can be regarded as some kind of random walk (where the step size generically will vary). The proof uses the existence of càdlàg modifications of Lévy processes and certain features of hyperfinite adapted probability spaces, commonly known as the “model theory of stochastic processes”.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Bulletin des Sciences Mathématiques - Volume 130, Issue 8, December 2006, Pages 697-706