Characterization of unitary processes with independent and stationary increments

Autor: Sahu, Lingaraj, Sinha, Kalyan B.
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