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arxiv: 1509.02855 · v3 · pith:WZ7SUHIDnew · submitted 2015-09-09 · 🧮 math.PR

Skorokhod's M1 topology for distribution-valued processes

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keywords spaceprocessesdistribution-valuedskorokhodtopologyallowanalysingapproximations
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Skorokhod's M1 topology is defined for c\`adl\`ag paths taking values in the space of tempered distributions (more generally, in the dual of a countably Hilbertian nuclear space). Compactness and tightness characterisations are derived which allow us to study a collection of stochastic processes through their projections on the familiar space of real-valued c\`adl\`ag processes. It is shown how this topological space can be used in analysing the convergence of empirical process approximations to distribution-valued evolution equations with Dirichlet boundary conditions.

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