Additive processes on nuclear spaces (Q760100)

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.