COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS

Autor: Victor Pérez-Abreu, Alfonso Rocha-Arteaga
Rok vydání: 2005
Předmět:
Zdroj: Infinite Dimensional Analysis, Quantum Probability and Related Topics. :33-54
ISSN: 1793-6306
0219-0257
DOI: 10.1142/s0219025705001846
Popis: The paper deals with Lévy processes with values in L1(H), the Banach space of trace-class operators in a Hilbert space H. Lévy processes with values and parameter in a cone K of L1(H) are introduced and several properties are established. A family of L1(H)-valued Lévy processes is obtained via the subordination of K-parameter, L1(H)-valued Lévy processes, identifying explicitly their generating triplets.
Databáze: OpenAIRE