COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS

DOI10.1142/S0219025705001846zbMath1067.60052OpenAlexW1979773914MaRDI QIDQ4673123

Victor Perez-Abreu, Alfonso Rocha-Arteaga

Publication date: 29 April 2005

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025705001846

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (4)

Approximation and simulation of infinite-dimensional Lévy processes ⋮ Representation of infinitely divisible distributions on cones ⋮ Subordinators in a Class of Banach Spaces ⋮ Integrability of multivariate subordinated Lévy processes in Hilbert space

Cites Work

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• Gaussian measures in Banach spaces
• Cone-parameter convolution semigroups and their subordination
• Sample functions of the \(N\)-parameter Wiener process
• Subordination and self-decomposability

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