Characterization of unitary processes with independent and stationary increments

Sahu, Lingaraj ; Sinha, Kalyan B. (2010) Characterization of unitary processes with independent and stationary increments Annales de l'Institut Henri Poincare, Section B - Calcul des Probabilités et Statistiques, 46 (2). pp. 575-593. ISSN 0020-2347

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Official URL: http://projecteuclid.org/euclid.aihp/1273584135

Related URL: http://dx.doi.org/10.1214/09-AIHP327

Abstract

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.

Item Type:Article
Source:Copyright of this article belongs to Gauthier-Villars Editeur.
Keywords:Unitary Processes; Noise Space; Hudson-parthasarathy Equations
ID Code:61309
Deposited On:14 Sep 2011 08:47
Last Modified:15 Sep 2011 03:51

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