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This article is cited in 11 scientific papers (total in 12 papers)
Open Mappings of Probability Measures and the Skorokhod Representation Theorem
V. I. Bogachev, A. V. Kolesnikov M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
We prove that for the wide class of spaces X and Y (including completely regular Souslin spaces), every open surjective mapping $f\colon X\to Y$ induces the open mapping $\hat f\colon\mu\mapsto\mu\circ f^{-1}$ between the spaces of probability measures ${\mathcal P} (X)$ and ${\mathcal P} (Y)$. We discuss the existence of continuous inverse mappings for $\hat f$ and connections with the Skorokhod representation theorem and its generalizations.
Keywords:
weak convergence of probability measures, Skorokhod representation, open mapping, continuous selection.
Received: 09.06.1999
Citation:
V. I. Bogachev, A. V. Kolesnikov, “Open Mappings of Probability Measures and the Skorokhod Representation Theorem”, Teor. Veroyatnost. i Primenen., 46:1 (2001), 3–27; Theory Probab. Appl., 46:1 (2002), 20–38
Linking options:
https://www.mathnet.ru/eng/tvp3944https://doi.org/10.4213/tvp3944 https://www.mathnet.ru/eng/tvp/v46/i1/p3
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