On the supremum of certain families of stochastic processes
Publication
, Journal Article
Li, WV; Pillai, NS; Wolpert, RL
Published in: Statistics and Probability Letters
June 1, 2010
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.
Duke Scholars
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
June 1, 2010
Volume
80
Issue
11-12
Start / End Page
916 / 921
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Li, W. V., Pillai, N. S., & Wolpert, R. L. (2010). On the supremum of certain families of stochastic processes. Statistics and Probability Letters, 80(11–12), 916–921. https://doi.org/10.1016/j.spl.2010.02.001
Li, W. V., N. S. Pillai, and R. L. Wolpert. “On the supremum of certain families of stochastic processes.” Statistics and Probability Letters 80, no. 11–12 (June 1, 2010): 916–21. https://doi.org/10.1016/j.spl.2010.02.001.
Li WV, Pillai NS, Wolpert RL. On the supremum of certain families of stochastic processes. Statistics and Probability Letters. 2010 Jun 1;80(11–12):916–21.
Li, W. V., et al. “On the supremum of certain families of stochastic processes.” Statistics and Probability Letters, vol. 80, no. 11–12, June 2010, pp. 916–21. Scopus, doi:10.1016/j.spl.2010.02.001.
Li WV, Pillai NS, Wolpert RL. On the supremum of certain families of stochastic processes. Statistics and Probability Letters. 2010 Jun 1;80(11–12):916–921.
Published In
Statistics and Probability Letters
DOI
ISSN
0167-7152
Publication Date
June 1, 2010
Volume
80
Issue
11-12
Start / End Page
916 / 921
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics