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Covariant Mehler semigroups in Hilbert space

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
Institution: The University of Sheffield
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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