Sahu, Lingaraj and Sinha, Kalyan B (2010) Characterization of unitary processes with independent and stationary increments. In: Annales de l'Institut Henri Poincare (B): Probability and Statistics, 46 (2). pp. 575-593.
Full text not available from this repository. (Request a copy)
Official URL: http://projecteuclid.org/DPubS?service=UI&version=...
Abstract
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745-785) to characterize unitary stationary independent increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with technical assumptions on the domain of the generator, unitary equivalence of the process to the solution of an appropriate Hudson-Parthasarathy equation is proved.
| Item Type: | Journal Article |
|---|---|
| Publication: | Annales de l'Institut Henri Poincare (B): Probability and Statistics |
| Publisher: | Elsevier Science |
| Additional Information: | Copyright of this articl ebelongs to Elsevier Science. |
| Keywords: | Unitary processes; Noise space; Hudson-Parthasarathy equations |
| Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
| Date Deposited: | 19 Nov 2010 11:04 |
| Last Modified: | 19 Nov 2010 11:04 |
| URI: | http://eprints.iisc.ac.in/id/eprint/33850 |
Actions (login required)
 |
View Item |
