Levy Processes on a First Order Model
Logic
2009-10-27 v2 Probability
Abstract
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities and the infinite divisibility with respect to it.
Cite
@article{arxiv.math/0609608,
title = {Levy Processes on a First Order Model},
author = {Siu-Ah Ng},
journal= {arXiv preprint arXiv:math/0609608},
year = {2009}
}
Comments
22 pages