COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS
Autor: | Victor Pérez-Abreu, Alfonso Rocha-Arteaga |
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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 |
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