Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
نویسندگان
چکیده
منابع مشابه
Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes
We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by Lévy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential equations, continuous-state branching processes, generalised Mehler semigroups and operator self-decomposable distributions. We also examine generalisations to the case...
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ژورنال
عنوان ژورنال: Probability Surveys
سال: 2015
ISSN: 1549-5787
DOI: 10.1214/14-ps249