Completely positive operators and processes of Ornstein-Uhlenbeck type (Q1097583): Difference between revisions

This paper investigates temporally homogeneous Markov chains with a transition operator that is completely positive in a certain sense, which are then called Markov chains of the generalized Ornstein-Uhlenbeck type. In this case the infinitesimal operator of the semigroup turns out to be an extension of an integro-differential operator defined on continuously differentiable functions of compact support. Furthermore, one shows here that under certain conditions a Markov chain of the generalized Ornstein-Uhlenbeck type has an integral representation of processes of the Ornstein-Uhlenbeck type. Two examples close the paper.