Lipschitz conditions for stochastic processes in the Banach spaces 𝔽_{𝜓}(Ω) of random variables

Zatula, D.; Kozachenko, Yu.

doi:10.1090/tpms/965

Lipschitz conditions for stochastic processes in the Banach spaces $\mathbb {F}_\psi (\Omega )$ of random variables

Authors: D. V. Zatula and Yu. V. Kozachenko
Translated by: S. Kvasko
Journal: Theor. Probability and Math. Statist. 91 (2015), 43-60
MSC (2010): Primary 60G07; Secondary 60G17
DOI: https://doi.org/10.1090/tpms/965
Published electronically: February 3, 2016
MathSciNet review: 3364122
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Abstract: The Lipschitz continuity is studied for stochastic processes \[ X=(X(t),t\in \mathbb {T}) \] belonging to the Banach spaces $\mathbb {F}_\psi (\Omega )$, where $(\mathbb {T},\rho )$ is a metric space. Some bounds for the distributions of the norms of stochastic processes in the Lipschitz spaces are also obtained.

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