Applebaum, D. (2007) Covariant Mehler semigroups in Hilbert space. Markov Processes and Related Fields, 13 (1). pp. 159-169. ISSN 1024-2953
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Abstract
We find necessary and sufficient conditions for a generalised Mehler semigroup to be covariant under the action of a locally compact group. These are then applied to implement "noise reduction" for Hilbert-space valued Ornstein - Uhlenbeck processes driven by Levy processes.
| Item Type: | Article |
|---|---|
| Copyright, Publisher and Additional Information: | © 2007 Polomat, TVP-Interkniga. This is an author produced version of a paper subsequently published in Markov Porcesses and Related Fields. Uploaded in accordance with the publisher's self-archiving policy |
| Keywords: | Mehler semigroup, Levy process, Ornstein - Uhlenbeck process, $G$-covariance |
| Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield) |
| Depositing User: | Miss Anthea Tucker |
| Date Deposited: | 30 Sep 2009 13:27 |
| Last Modified: | 08 Feb 2013 16:59 |
| Status: | Published |
| Publisher: | Polomat, TVP-Interkniga |
| Refereed: | Yes |
| URI: | http://eprints.whiterose.ac.uk/id/eprint/9799 |
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