Additive processes on nuclear spaces (Q760100)
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scientific article; zbMATH DE number 3883352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Additive processes on nuclear spaces |
scientific article; zbMATH DE number 3883352 |
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Additive processes on nuclear spaces (English)
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1984
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The author investigates processes with independent increments taking their values in nuclear spaces. It is shown that the classical decomposition of P. Lévy of independent increment processes into a continuous Gaussian part and a purely discontinuous part (Lévy- Khintchin formula) also holds in this more general situation. The results are applied to construct distribution-valued Ornstein-Uhlenbeck type processes.
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nuclear spaces
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decomposition of P. Lévy
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distribution-valued Ornstein- Uhlenbeck type processes
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0.87024456
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0.8685073
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