Covariance-Parameter Levy Processes in the Space of Trace-Class Operators
The paper deals with L ́evy processes with values in L1(H), the Banach space of trace-class operators in a Hilbert space H: L ́evy processes with values and parameter in a cone K of L1(H) are defined and several properties are established. A family ofL1(H)-valued L ́evy processes is obtained via the...
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| Formato: | informe técnico |
| Estado: | Versión publicada |
| Fecha de publicación: | 2003 |
| País: | México |
| Recursos: | Centro de Investigación en Matemáticas |
| Repositorio: | Repositorio Institucional CIMAT |
| Idioma: | inglés |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/693 |
| Acesso em linha: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/693 |
| Access Level: | acceso abierto |
| Palavra-chave: | info:eu-repo/classification/MSC/Procesos de Levy info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1208 info:eu-repo/classification/cti/120808 |
| Resumo: | The paper deals with L ́evy processes with values in L1(H), the Banach space of trace-class operators in a Hilbert space H: L ́evy processes with values and parameter in a cone K of L1(H) are defined and several properties are established. A family ofL1(H)-valued L ́evy processes is obtained via the subordination ofK- parameter, L1(H)-valued L ́evy processes. |
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