Regularization of Cylindrical Processes In Locally Convex Spaces

Abstract

Let $\Phi$ be a locally convex space and let $\Phi'$ denote its strong dual. In this paper we introduce sufficient conditions for the existence of a continuous or a c\`{a}dl\`{a}g $\Phi'$-valued version to a cylindrical process defined on $\Phi$. Our result generalizes many other known results on the literature and their different connections will be discussed. As an application, we use our results to show the existence of a $\Phi'$-valued c\`{a}dl\`{a}g L\'{e}vy process version to a given cylindrical L\'{e}vy process in $\Phi'$.