Covariant Mehler Semigroups in Hilbert Space

D. Applebaum

2007, v.13, №1, 159-168

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.

Keywords: Mehler semigroup,Levy process,Ornstein - Uhlenbeckprocess,$G$-covariance

COMMENTS

Please log in or register to leave a comment


There are no comments yet