Second quantisation for skew convolution products of infinitely divisible measures

DOI10.1142/S0219025715500034zbMath1314.60016arXiv1405.1276MaRDI QIDQ5247185

David Applebaum, J. M. A. M. van Neerven

Publication date: 23 April 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.1276

zbMATH Keywords

Wiener-Itô decompositionPoisson random measureinfinitely divisible measuresecond quantisation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Random measures (60G57) Probability theory on linear topological spaces (60B11)

Related Items (2)

Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Ornstein–Uhlenbeck operators and semigroups

Cites Work

• Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
• Nonsymmetric Ornstein-Uhlenbeck semigroup as second quantized operator
• Poisson process Fock space representation, chaos expansion and covariance inequalities
• Stochastic integration for Lévy processes with values in Banach spaces
• Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces
• Generalized Mehler semigroups and catalytic branching processes with immigration
• Generalized Mehler semigroups and applications
• Skew convolution semigroups and affine Markov processes
• Lévy Processes and Stochastic Calculus
• An integral representation for selfdecomposable banach space valued random variables
• On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\)
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