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Infinitely divisible cylindrical measures on Banach spaces

Tom 207 / 2011

Markus Riedle Studia Mathematica 207 (2011), 235-256 MSC: Primary 46G12; Secondary 46B09, 60B11, 60G20. DOI: 10.4064/sm207-3-2

Streszczenie

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 classification result enables us to deduce new results on genuine Lévy measures on Banach spaces.

Autorzy

  • Markus RiedleDepartment of Mathematics
    King's College London
    London WC2R 2LS, UK
    e-mail

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