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arXiv 2202.05919math.PR
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核空间对偶中随机过程的几乎必然一致收敛

Almost Sure Uniform Convergence of Stochastic Processes in the Dual of a Nuclear Space

C. A. Fonseca-Mora

AI总结:

本文研究核空间强对偶中随机过程在有界时间区间上的几乎必然一致收敛,给出连续与càdlàg轨道过程的充分条件,并推广至Hilbert空间、独立过程级数及Lévy噪声驱动方程。

摘要:

设 $Φ$ 为一个核空间,$Φ'$ 表示其强对偶。本文针对一列取值于 $Φ'$、且具有连续(分别地,càdlàg)轨道的过程,引入了使其在有界时间区间上几乎必然一致收敛的充分条件。主要结果首先在柱过程的一般框架中表述,随后被专门化到其他有意义的情形。特别地,我们建立了使收敛发生在一个连续嵌入 $Φ'$ 的 Hilbert 空间中的条件。此外,在超出生有核空间(例如光滑函数空间与分布空间)的对偶背景下,我们还给出了在独立 càdlàg 过程级数的收敛性,以及由 Lévy 噪声驱动的线性发展方程解的收敛性方面的应用。

英文摘要:

Let $Φ$ be a nuclear space and let $Φ'$ denote its strong dual. In this paper we introduce sufficient conditions for the almost surely uniform convergence on bounded intervals of time for a sequence of $Φ'$-valued processes having continuous (respectively càdlàg) paths. The main result is formulated first in the general setting of cylindrical processes but later specialized to other situations of interest. In particular, we establish conditions for the convergence to occur in a Hilbert space continuously embedded in $Φ'$. Furthermore, in the context of the dual of an ultrabornological nuclear space (like spaces of smooth functions and distributions) we also include applications to the convergence of a series of independent càdlàg process and to the convergence of solutions to linear evolution equations driven by Lévy noise.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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