On Relations Between Urbanik and Mehler Semigroups
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Banach spacegeneralized Mehler semigroupLevy processmeasure valued cocycleone-parameter strongly continuous semigrouprandom integralUrbanik decomposability semigroup
Vector-valued measures and integration (46G10) One-parameter semigroups and linear evolution equations (47D06) (C)-semigroups, regularized semigroups (47D60) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Infinitely divisible distributions; stable distributions (60E07)
Abstract: It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random integrals of operator valued functions with respect to stochastic L'evy processes. Our Banach space setting is in the contrast with the Hilbert spaces on which so far and most often the generalized Mehler semigroups were studied. Furthermore, we give new proofs of the random integral representation.
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