2011/11/23 by Markus Riedle, Riedle, Markus
Economics, Econometrics and Finance · Mathematics · #46G12 (Primary) 46B09 #60B11 #60G20 (Secondary) #Advanced Banach Space Theory #FOS: Mathematics #Mathematical Analysis and Transform Methods #Probability (math.PR) #Stochastic processes and financial applications #math.PR #msc:46B09 #msc:46G12 #msc:60B11 #msc:60G20
paper · pdf · doi:10.48550/arxiv.1111.5538
arxiv created 2011/11/23 · openalex publication_date 2011/11/23 · arxiv updated 2011/11/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the result on the classification enables us to conclude new results on genuine Levy measures on Banach spaces.