On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani

DOI10.1016/0047-259X(89)90077-8zbMath0696.60071OpenAlexW2059347635MaRDI QIDQ910824

Andrzej Makagon, Vidyadhar Mandrekar

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0047-259x(89)90077-8

zbMATH Keywords

stationary solutionLangevin type equationconcept of innovation for semigroups of isometriesinfinite-dimensional Ornstein-Uhlenbeck processinnovation for Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25) Convergence and absolute convergence of Fourier and trigonometric series (42A20)

Cites Work

• Semi-groups of isometries and the representation and multiplicity of weakly stationary stochastic processes
• On Extending Semigroups of Contractions
• Isometric flows on Hilbert space
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