2022/02/14 by Anddy E. Alvarado-Solano, A. E. Alvarado-Solano, Alvarado-Solano, A. E.
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #math.PR
paper · pdf · doi:10.48550/arxiv.2202.06761
openalex publication_date 2022/02/14 · arxiv created 2022/02/21 · arxiv updated 2022/02/22 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this work we present a direct proof about radonification of a cylindrical Lévy process. The radonification technique has been very useful to define an genuine stochastic process starting from a cylindrical process, this is possible thanks to the Hilbert-Schmidt operators. With this work we want to propose a self-contained simple proofs who those who are not familiar with this method, and also present our result which it is apply the radonification method to the case of a cylindrical Lévy process.