On processes of ornstein-uhlenbeck type in hilbert space

DOI10.1080/17442508708833459zbMATH Open0622.60072OpenAlexW2062827574MaRDI QIDQ3759641FDOQ3759641

Publication date: 1987

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508708833459

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stochastic evolution equations stationary distributions infinitely divisible distribution semigroup of operators Lévy characterization

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99) Random operators and equations (aspects of stochastic analysis) (60H25)

Cites Work

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Extending a theorem of A. M. Liapunov to Hilbert space
Semimartingales: A course on stochastic processes
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An integral representation for selfdecomposable banach space valued random variables
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Cited In (63)

On backward SPDEs without proper Cauchy condition
First Order BSPDEs in Higher Dimension for Optimal Control Problems
The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
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Multivariate continuous-time autoregressive moving-average processes on cones
Degenerate backward SPDEs in bounded domains and applications to barrier options
On forward and backward SPDEs with non-local boundary conditions
On degenerate backward SPDEs in bounded domains under non-local conditions
Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
Generalized solutions of a class of nuclear-space-valued stochastic evolution equations
Horizontal lift of Ornstein-Uhlenbeck process over Riemannian path space
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
Lower bound technique in the theory of a stochastic differential equation
Harnack and functional inequalities for generalized Mehler semigroups.
GENERATORS OF MEHLER-TYPE SEMIGROUPS AS PSEUDO-DIFFERENTIAL OPERATORS
A Haar-like construction for the Ornstein Uhlenbeck process
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
The stochastic Cauchy problem driven by a cylindrical Lévy process
Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
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Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes
Differential equations driven by Lévy white noise in spaces of Hilbert space-valued stochastic distributions
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces
On the almost surely asymptotic bounds of a class of Ornstein-Uhlenbeck processes in infinite dimensions
Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability
On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes
Stationary solutions of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
Mean reversion for HJMM forward rate models
Completely positive operators and processes of Ornstein-Uhlenbeck type
Ornstein-Uhlenbeck-Cauchy process.
Advection-diffusion equation on a half-line with boundary Lévy noise
On stationary solutions of delay differential equations driven by a Lévy process.
Volterra-type Ornstein-Uhlenbeck processes in space and time
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Ornstein–Uhlenbeck type processes with non-normal distribution
Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions
Structural properties of semilinear SPDEs driven by cylindrical stable processes
Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
A class of Lévy driven SDEs and their explicit invariant measures
Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise
A conditioned ornstein–uhlenbeck process on a hilbert space
On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani
Time regularity for generalized Mehler semigroups
Liouville theorems for non-local operators
Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
On the loss of orthogonality in the second-order Arnoldi process
Exponential ergodicity and regularity for equations with Lévy noise
Schauder theorems for a class of (pseudo‐)differential operators on finite‐ and infinite‐dimensional state spaces
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise
On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space
On regularity property of retarded Ornstein-Uhlenbeck processes in Hilbert spaces
On the Cauchy problem for non-local Ornstein-Uhlenbeck operators
Functional inequalities for some generalised Mehler semigroups
Multivariate CARMA processes
Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms
Parameter identification in linear stochastic differential equations
Non-Standard Skorokhod Convergence of Lévy-Driven Convolution Integrals in Hilbert Spaces
Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise

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