research
oaioai:eprints.whiterose.ac.uk:9799

Covariant Mehler semigroups in Hilbert space

Authors
Publication date
1 January 2007
Publisher
Polomat, TVP-Interkniga

Abstract

We find necessary and sufficient conditions for a 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

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    This paper was published in White Rose Research Online.

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