Completely positive operators and processes of Ornstein-Uhlenbeck type (Q1097583): Difference between revisions
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Latest revision as of 14:19, 18 June 2024
scientific article
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English | Completely positive operators and processes of Ornstein-Uhlenbeck type |
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Completely positive operators and processes of Ornstein-Uhlenbeck type (English)
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1987
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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.
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probabilistic quantum mechanics
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Markov chains of the generalized Ornstein-Uhlenbeck type
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infinitesimal operator of the semigroup
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integral representation
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