On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\)

DOI10.1016/S0167-7152(00)00235-2zbMath0996.60011MaRDI QIDQ5937064

Byron Schmuland, Wei Sun

Publication date: 23 October 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

infinitely divisible; convolution semigroup; Mehler semigroup

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

Related Items

GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE, Second quantisation for skew convolution products of infinitely divisible measures, Uniqueness for solutions of Fokker-Planck equations related to singular SPDE driven by Lévy and cylindrical Wiener noise, Branching processes with immigration and related topics, Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups, On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space, Continuity and generators of dynamical semigroups for infinite Bose systems, Skew convolution semigroups and affine Markov processes

Cites Work

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• Mehler formula and capacities for infinite dimensional Ornstein-Uhlenbeck processes with general linear drift
• Convolution semigroups associated with measure-valued branching processes
• Generalized Mehler semigroups and applications
• Generalized Mehler semigroups: The non-Gaussian case