论文标题

关于在没有支持的情况下的征费过程中

On a family of Levy processes without support in S'

论文作者

Mendes, R. Vilela

论文摘要

Lévy过程样本路径的分布支持是构建稀疏统计模型,无限维度集成理论的重要问题,以及由Lévy白噪声驱动的随机部分微分方程的通用解决方案的存在。在这里,人们认为s'没有支持的莱维过程中的k_α(0 <α<2)。对于1 <α<2,它们在k'中受支持,指数类型的分布空间以及0 <α= <1的分布空间,在功率指数类型的类似空间上。

The distributional support of the sample paths of Lévy processes is an important issue for the construction of sparse statistical models, theories of integration in infinite dimensions and the existence of generalized solutions of stochastic partial differential equations driven by Lévy white noise. Here one considers a family K_α(0<α<2) of Lévy processes which have no support in S'. For 1<α<2 they are supported in K', the space of distributions of exponential type and for 0<α=<1 on similar spaces of power exponential type.

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