Generalized Mehler semigroups: The non-Gaussian case

Fuhrman M, Röckner M (2000)
Potential Analysis 12(1): 1-47.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
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Autor*in
Fuhrman, Marco; Röckner, MichaelUniBi
Abstract / Bemerkung
We study generalized Mehler semigroups, introduced in [7], with special emphasis on the non-Gaussian case. We review and simplify the method of construction. In the general (non-Gaussian) case we construct an associated cadlag Markov process in an appropriate state space obtained as a solution of a stochastic equation which can be solved 'omega by omega'. We also show tightness of the associated (r, p)-capacities. Invariant measures, time regularity and a definition of the generator are also studied.
Stichworte
tightness of capacities; Markovian semigroups; Mehler formula; spaces; cadlag processes in abstract
Erscheinungsjahr
2000
Zeitschriftentitel
Potential Analysis
Band
12
Ausgabe
1
Seite(n)
1-47
ISSN
0926-2601
Page URI
https://pub.uni-bielefeld.de/record/1620587

Zitieren

Fuhrman M, Röckner M. Generalized Mehler semigroups: The non-Gaussian case. Potential Analysis. 2000;12(1):1-47.
Fuhrman, M., & Röckner, M. (2000). Generalized Mehler semigroups: The non-Gaussian case. Potential Analysis, 12(1), 1-47. doi:10.1023/A:1008644017078
Fuhrman, M., and Röckner, M. (2000). Generalized Mehler semigroups: The non-Gaussian case. Potential Analysis 12, 1-47.
Fuhrman, M., & Röckner, M., 2000. Generalized Mehler semigroups: The non-Gaussian case. Potential Analysis, 12(1), p 1-47.
M. Fuhrman and M. Röckner, “Generalized Mehler semigroups: The non-Gaussian case”, Potential Analysis, vol. 12, 2000, pp. 1-47.
Fuhrman, M., Röckner, M.: Generalized Mehler semigroups: The non-Gaussian case. Potential Analysis. 12, 1-47 (2000).
Fuhrman, Marco, and Röckner, Michael. “Generalized Mehler semigroups: The non-Gaussian case”. Potential Analysis 12.1 (2000): 1-47.

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