Regularization of trajectories for multiparameter additive processes in groups

August M. Zapala

Journal of Multivariate Analysis, 1991, vol. 36, issue 2, 222-242

Abstract: We establish a version of the maximal inequality for multiparameter stochastic processes with independent increments taking values in T0 topological Abelian groups. As an application of this inequality, we prove the existence of a modification without discontinuities of the second kind for a multiparameter group-valued additive process. Moreover, we obtain a necessary and sufficient condition which ensures the existence of a continuous modification for such a process.

Keywords: T0; topological; (Abelian); group; additive; stochastic; process; maximal; inequality; Skorohod's; space; regularization; of; trajectories (search for similar items in EconPapers)
Date: 1991
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