Additive processes on nuclear spaces

DOI10.1214/AOP/1176993234MaRDI QIDQ760100zbMATH OpenOpenAlexFDO

Authors A. S. Üstünel

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993234

zbMATH Keywords

decomposition of P. Lévydistribution-valued Ornstein- Uhlenbeck type processesnuclear spaces

Mathematics Subject Classification ID

Linear function spaces and their duals (46E99) Distributions, generalized functions, distribution spaces (46F99) Probability theory on linear topological spaces (60B11) Stochastic integral equations (60H20) Markov processes (60J99)

Review text

The author investigates processes with independent increments taking their values in nuclear spaces. It is shown that the classical decomposition of P. Lévy of independent increment processes into a continuous Gaussian part and a purely discontinuous part (Lévy- Khintchin formula) also holds in this more general situation. The results are applied to construct distribution-valued Ornstein-Uhlenbeck type processes.

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Cited in

(14)

• High density limit theorems for nonlinear chemical reactions with diffusion
• Sur les supports des processus à valeurs dans des espaces nucléaires. (On the supports of processes with values in nuclear spaces)
• Generalized jump-type Ornstein-Uhlenbeck processes as limits of infinite- particle systems
• Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms.
• Lévy processes and infinitely divisible measures in the dual of a nuclear space
• Semimartingales on duals of nuclear spaces
• A chaotic decomposition for generalized stochastic processes with independent values
• Sur les processus linéaires définis sur un espace nucléaire
• Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
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• Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces
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• FRACTIONAL LÉVY PROCESSES AND NOISES ON GEL′FAND TRIPLE
• Generalized solutions of a class of nuclear-space-valued stochastic evolution equations

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