Characterization of unitary processes with independent and stationary increments

被引：0
作者：
Sahu, Lingaraj [1 ]
Sinha, Kalyan B. [2 ,3 ]
机构：
[1] IISER Mohali, Chandigarh 16, India
[2] Jawaharlal Nehru Ctr Adv Sci Res, Bangalore 64, Karnataka, India
[3] Indian Inst Sci, Dept Math, Bangalore 12, Karnataka, India
来源：
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2010年 / 46卷 / 02期
关键词：
Unitary processes; Noise space; Hudson-Parthasarathy equations; STOCHASTIC DIFFERENTIAL-EQUATIONS; EVOLUTIONS; SEMIGROUP; ALGEBRAS; COCYCLES;
D O I：
10.1214/09-AIHP327
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745-785) to characterize unitary stationary independent increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson-Parthasarathy equation is proved.
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页码：575 / 593
页数：19
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