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Covariant Mehler semigroups in Hilbert space

By D. Applebaum

Abstract

We find necessary and sufficient conditions for a\ud 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.\u

Publisher: Polomat, TVP-Interkniga
Year: 2007
OAI identifier: oai:eprints.whiterose.ac.uk:9799

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