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Lévy processes with values in locally convex Suslin spaces

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 investigated examples of separable Banach spaces, as well as Fréchet or distribution spaces among many others. Sufficient conditions for the existence of a pathwise compensated Poisson integral handling infinite activity of the Lévy process are given.

preprint2015arXivOpen access
Florian Baumgartner
math.PR
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Florian Baumgartner

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