Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes

Applebaum, D. (2015) Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes. Probability Surveys, 12 (2015). 33 - 54. ISSN 1549-5787



  • Applebaum, D.
Copyright, Publisher and Additional Information: This is an Open Access article distributed under the terms of the Creative Commons Attribution Licence (, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Keywords: Lévy process; Ornstein-Uhlenbeck process; Mehler semigroup; skew–convolution semigroup; branching property; invariant measure; operator self–decomposability; Urbanik semigroup; cylindrical process
  • Published: 1 January 2015
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 21 Jan 2016 12:00
Last Modified: 21 Jan 2016 12:00
Published Version:
Status: Published
Publisher: Institute of Mathematical Statistics
Refereed: Yes
Identification Number:

Share / Export