Additive Processes on Nuclear Spaces
Ustunel, A. S.
Ann. Probab., Tome 12 (1984) no. 4, p. 858-868 / Harvested from Project Euclid
In this work we construct general additive processes on the nuclear spaces, and prove Khintchin's formula and Paul Levy's decomposition for these processes. As applications, we construct some Ornstein-Uhlenbeck processes with jumps and solve some (stochastic) partial differential equations obtained from the transformations of these processes by a random diffeomorphism corresponding to a finite dimensional diffusion process.
Publié le : 1984-08-14
Classification:  60G,  60H,  46E,  46F,  81E,  Nuclear spaces,  additive processes,  Levy's measure,  integration by parts formula,  semimartingales,  Ornstein-Uhlenbeck processes,  free quantum field,  stochastic flows
@article{1176993234,
     author = {Ustunel, A. S.},
     title = {Additive Processes on Nuclear Spaces},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 858-868},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993234}
}
Ustunel, A. S. Additive Processes on Nuclear Spaces. Ann. Probab., Tome 12 (1984) no. 4, pp.  858-868. http://gdmltest.u-ga.fr/item/1176993234/