Martingale-valued measures, ornstein-uhlenbeck processes with jumps and operator self-decomposability in hilbert space

Lecture Notes in Mathematics

Volumn 1874, Issue , 2006, Pages 171-196

  Applebaum, David ^a  

^a UNIVERSITY OF SHEFFIELD   (United Kingdom)

Author keywords

Co semigroup; Decomposable; Exponentially stable semigroup; L vy process; Martingale valued measure; Nuclear; Operator self decomposability; Ornstein Uhlenbeck process; Positive operator valued measure; Stochastic convolution; Trace class operator

Indexed keywords

EID: 33750189335     PISSN: 00758434     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-540-35513-7_14     Document Type: Article

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