Theory of Probability and Mathematical Statistics
Lipschitz conditions for stochastic processes in the Banach spaces Fψ(Ω) of random variables Markov chain
D. V. Zatula, Yu. V. Kozachenko
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Abstract: The Lipschitz continuity is studied for stochastic processes X=(X(t),t\in T) belonging to the Banach spaces Fψ(Ω), where (T,ρ) is a metric space. Some bounds for the distributions of the norms of stochastic processes in the Lipschitz spaces are also obtained.
Keywords: Banach spaces Fψ(Ω), stochastic processes, Lipschitz conditions, continuity modulus, metric massiveness
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