Fock Space Decomposition of Levy Processes

Abstract: We show that the general L'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group,

. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes correspond to cocycles of which the derivatives are cocycles of the Lie algebra of

. L'{e}vy's formula gives the most general cocycle possible.

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