English

On Relations Between Urbanik and Mehler Semigroups

Probability 2010-09-15 v1 Functional Analysis

Abstract

It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random integrals of operator valued functions with respect to stochastic L\'evy processes. Our Banach space setting is in the contrast with the Hilbert spaces on which so far and most often the generalized Mehler semigroups were studied. Furthermore, we give new proofs of the random integral representation.

Keywords

Cite

@article{arxiv.0811.2989,
  title  = {On Relations Between Urbanik and Mehler Semigroups},
  author = {Zbigniew J. Jurek},
  journal= {arXiv preprint arXiv:0811.2989},
  year   = {2010}
}

Comments

14 pages

R2 v1 2026-06-21T11:43:01.654Z