On the supremum of certain families of stochastic processes
Published
Journal Article
We consider a family of stochastic processes {Xtε ∈ T} on a metric space T, with a parameter 0. We study the conditions under which. When one has an a priori estimate on the modulus of continuity and the value at one point. We compare our problem to the celebrated Kolmogorov continuity criteria for stochastic processes, and finally give an application of our main result for stochastic integrals with respect to compound Poisson random measures with infinite intensity measures. © 2010 Elsevier B.V.
Full Text
Duke Authors
Cited Authors
- Li, WV; Pillai, NS; Wolpert, RL
Published Date
- June 1, 2010
Published In
Volume / Issue
- 80 / 11-12
Start / End Page
- 916 - 921
International Standard Serial Number (ISSN)
- 0167-7152
Digital Object Identifier (DOI)
- 10.1016/j.spl.2010.02.001
Citation Source
- Scopus