IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v36y1991i2p222-242.html
   My bibliography  Save this article

Regularization of trajectories for multiparameter additive processes in groups

Author

Listed:
  • Zapala, August M.

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.

Suggested Citation

  • Zapala, August M., 1991. "Regularization of trajectories for multiparameter additive processes in groups," Journal of Multivariate Analysis, Elsevier, vol. 36(2), pages 222-242, February.
    • Handle: RePEc:eee:jmvana:v:36:y:1991:i:2:p:222-242
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(91)90059-B
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zapala, August M., 2003. "A criterion for right continuity of filtrations generated by group-valued additive processes," Statistics & Probability Letters, Elsevier, vol. 63(1), pages 79-87, May.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:36:y:1991:i:2:p:222-242. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.