Fock Space Decomposition of Levy Processes
概率论
2007-05-23 v1 泛函分析
摘要
We show that the general L\'{e}vy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, . The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes correspond to cocycles of which the derivatives are cocycles of the Lie algebra of . L\'{e}vy's formula gives the most general cocycle possible.
引用
@article{arxiv.math/0307243,
title = {Fock Space Decomposition of Levy Processes},
author = {R. F. Streater},
journal= {arXiv preprint arXiv:math/0307243},
year = {2007}
}