Article ID Journal Published Year Pages File Type
1153228 Statistics & Probability Letters 2010 6 Pages PDF
Abstract
We consider a family of stochastic processes {Xtϵ,t∈T} on a metric space T, with a parameter ϵ↓0. We study the conditions under which limϵ→0P(supt∈T|Xtϵ|<δ)=1 when one has an a priori estimate on the modulus of continuity and the value at one point. We compare our problem to the celebrated Kolmogorov continuity criteria for stochastic processes, and finally give an application of our main result for stochastic integrals with respect to compound Poisson random measures with infinite intensity measures.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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