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math.PR2015★ 1 cited
Lévy processes with values in locally convex Suslin spaces
Florian Baumgartner
We provide a Lévy-Itô decomposition of sample paths of Lévy processes with values in complete locally convex Suslin spaces. This class of state spaces contains the well investigate…
math.PR2014★ 4 cited
Permutation Invariant Functionals of Lévy Processes
F. Baumgartner, S. Geiss
We study natural invariance properties of functionals defined on Lévy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in…