Displaying similar documents to “Self-decomposable probability measures on Banach spaces”

Pre-supports of linear probability measures and linear Lusin measurable functionals

W. Słowikowski

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CONTENTS1. Introduction, review of the results, examples...................................................................................52. Linear probability measures and their representations................................................................103. Linear Lusin measurable functionals...............................................................................................164. Pre-supports and a modification of the definition of the linear probability measure................235....

Infinitely divisible cylindrical measures on Banach spaces

Markus Riedle (2011)

Studia Mathematica

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In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new...