Characterization of unitary processes with independent and stationary increments
Autor: | Sahu, Lingaraj, Sinha, Kalyan B. |
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Rok vydání: | 2008 |
Předmět: | |
Druh dokumentu: | Working Paper |
Popis: | This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain of the generator, unitary equivalence of the processes to the solution of Hudson-Parthasarathy equation is proved. Comment: 35 pages |
Databáze: | arXiv |
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