THE LEVY LAPLACIAN ACTING ON SOME CLASS OF LEVY FUNCTIONALS

被引:0
|
作者
Saito, Kimiaki [1 ]
Tsoi, Allanus H. [2 ]
机构
[1] Meijo Univ, Dept Math, Nagoya, Aichi 4688502, Japan
[2] Univ Missouri, Dept Math, Columbia, MO 65211 USA
关键词
D O I
10.1142/9789812770271_0035
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we shall discuss the Levy Laplacian as an operator acting on some class of the Levy functionals. The Laplacian acts on Gaussian and Poisson functionals in the class as a scalar operator. Based on this result, we introduce some domain of the Laplacian on which is a self-adjoint operator. We also discuss associated semigroups and associated stochastic processes.
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页码:330 / +
页数:3
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