Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space

C. A. Fonseca-Mora

Published 2017-01-23Version 1

Let $\Phi$ be a nuclear space and let $\Phi'_{\beta}$ denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on $\Phi'_{\beta}$ and L\'{e}vy processes taking values in $\Phi'_{\beta}$. Moreover, we prove the L\'{e}vy-It\^{o} decomposition, the L\'{e}vy-Khintchine formula and the existence of c\`{a}dl\`{a}g versions for $\Phi'_{\beta}$-valued L\'{e}vy processes. A characterization for L\'{e}vy measures on $\Phi'_{\beta}$ is also established. Finally, we prove the L\'{e}vy-Khintchine formula for infinitely divisible measures on $\Phi'_{\beta}$.