Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator

DOI10.1016/j.jfa.2011.03.002zbMath1231.47041OpenAlexW2028457335MaRDI QIDQ537698

Szymon Peszat

Publication date: 20 May 2011

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2011.03.002

zbMATH Keywords

Lévy-Ornstein-Uhlenbeck processPoisson Fock spacesecond quantised operator

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Related Items (7)

Integro-PDE in Hilbert spaces: existence of viscosity solutions ⋮ Uniqueness for integro-PDE in Hilbert spaces ⋮ On some operators associated with non-degenerate symmetric \(\alpha \)-stable probability measures ⋮ Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ On the eigenfunctions of the complex Ornstein-Uhlenbeck operators ⋮ On Stein's method for multivariate self-decomposable laws ⋮ Second quantisation for skew convolution products of infinitely divisible measures

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