Covariant Mehler Semigroups in Hilbert Space
D. Applebaum
2007, v.13, Issue 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
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