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Journal of Functional Analysis
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Lévy–Ornstein–Uhlenbeck transition semigroup as second quantized operator

Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator
Authors: Peszat, Szymon;

Lévy–Ornstein–Uhlenbeck transition semigroup as second quantized operator

Abstract

Let \(\mu\) be an invariant measure for the transition semigroup \((P_t)\) of the Markov family defined by the Ornstein-Uhlenbeck type equation \(dX=AX\,dt+dL\) on a Hilbert space \(E\) driven by a Lévy process \(L\). The author shows that, for any \(t\geq 0\), \(P_t\) considered on \(L^2(\mu )\) is a second quantized operator on the Poisson Fock space of \(e^{At}\). A similar interpretation for stochastic equations driven by the Wiener process was given by \textit{A. Chojnowska-Michalik} and \textit{B. Goldys} [J. Math. Kyoto Univ. 36, No.~3, 481--498 (1996; Zbl 0882.47013)]. For the case where \(E=\mathbb R\) and \(L\) is an \(\alpha\)-stable process, \(0<\alpha <2\), the above result implies that the transition semigroup of the one-dimensional Lévy-Ornstein-Uhlenbeck process is neither symmetric nor compact.

Country
Poland
Keywords

second quantised operator, Poisson chaos decomposition, Transition functions, generators and resolvents, Poisson Fock space, Lévy–Ornstein–Uhlenbeck processes, Markov semigroups and applications to diffusion processes, Analysis, Lévy-Ornstein-Uhlenbeck process

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
10
Average
Average
Top 10%
Green
hybrid