Second quantisation for skew convolution products of infinitely divisible measures
Probability
2014-08-13 v2
Abstract
Suppose and are infinitely divisible Radon measures on real Banach spaces and , respectively and let be a Borel measurable mapping so that for some Radon probability measure on . Extending previous results for the Gaussian and the Poissonian case, we study the problem of representing the `transition operator' given by as the second quantisation of a contraction operator acting between suitably chosen `reproducing kernel Hilbert spaces' associated with and .
Cite
@article{arxiv.1405.1276,
title = {Second quantisation for skew convolution products of infinitely divisible measures},
author = {David Applebaum and Jan van Neerven},
journal= {arXiv preprint arXiv:1405.1276},
year = {2014}
}
Comments
Some typos have been corrected. To appear in IDAQP