Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
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stochastic partial differential equationsinvariant measureOrnstein-Uhlenbeck processesbranching processesoperator self-decomposabilityUrbanik semigroupcylindrical processMehler semigroupskew-convolution semigroupLévy processes
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Abstract: We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential equations, continuous-state branching processes, generalised Mehler semigroups and operator self-decomposable distributions. We also examine generalisations to the case where the driving noise is cylindrical.
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(35)- Reflection positivity, duality, and spectral theory
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