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 decomposition; Poisson random measure; infinitely divisible measure; second quantisation

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

60H05: Stochastic integrals

60G57: Random measures

60B11: Probability theory on linear topological spaces

Related Items

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

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 \(\mu_{t+s} = \mu_s * T_s\mu_t\)
• Unnamed Item
• Unnamed Item