Characterization of unitary processes with independent and stationary increments
Sahu, Lingaraj ; Sinha, Kalyan B.
Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, p. 575-593 / Harvested from Project Euclid
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This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745–785) to characterize unitary stationary independent increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson–Parthasarathy equation is proved.
Publié le : 2010-05-15
Classification:  Unitary processes,  Noise space,  Hudson–Parthasarathy equations,  60G51,  81S25 
@article{1273584135,
     author = {Sahu, Lingaraj and Sinha, Kalyan B.},
     title = {Characterization of unitary processes with independent and stationary increments},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {46},
     number = {1},
     year = {2010},
     pages = { 575-593},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1273584135}
}

Sahu, Lingaraj; Sinha, Kalyan B. Characterization of unitary processes with independent and stationary increments. Ann. Inst. H. Poincaré Probab. Statist., Tome 46 (2010) no. 1, pp.  575-593. http://gdmltest.u-ga.fr/item/1273584135/