Generalized Mehler semigroups:: The non-Gaussian case

被引：50
|
作者：
Fuhrman, M
Röckner, M
机构：
[1] Politecn Milan, Dipartimento Matemat, I-20133 Milan, Italy
[2] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
来源：
POTENTIAL ANALYSIS | 2000年 / 12卷 / 01期
关键词：
Markovian semigroups; Mehler formula; cadlag processes in abstract spaces; tightness of capacities;
D O I：
10.1023/A:1008644017078
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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.
引用
收藏
页码：1 / 47
页数：47
相关论文
共 50 条
  • [31] Model for Non-Gaussian Sea Clutter Amplitudes Using Generalized Inverse Gaussian Texture
    Xue, Jian
    Xu, Shuwen
    Liu, Jun
    Shui, Penglang
    IEEE GEOSCIENCE AND REMOTE SENSING LETTERS, 2019, 16 (06) : 892 - 896
  • [32] DETECTION OF NON-GAUSSIAN SIGNALS IN NON-GAUSSIAN NOISE USING THE BISPECTRUM
    HINICH, MJ
    WILSON, GR
    IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (07): : 1126 - 1131
  • [33] STATISTICAL CHARACTERISTICS OF A NON-GAUSSIAN SIGNAL ENVELOPE IN NON-GAUSSIAN NOISE
    MELITITSKIY, VA
    AKINSHIN, NS
    MELITITSKAYA, VV
    MIKHAILOV, AV
    TELECOMMUNICATIONS AND RADIO ENGINEERING, 1986, 40-1 (11) : 125 - 129
  • [34] OPTIMAL IDENTIFICATION OF NON-GAUSSIAN SIGNALS IN THE BACKGROUND OF NON-GAUSSIAN INTERFERENCE
    MELITITSKY, VA
    SHLYAKHIN, VM
    IZVESTIYA VYSSHIKH UCHEBNYKH ZAVEDENII RADIOELEKTRONIKA, 1986, 29 (04): : 91 - 94
  • [35] How the unbounded drift shapes the Dirichlet semigroups behaviour of non-Gaussian Gibbs measures
    Antoniouk, AV
    Antoniouk, AV
    JOURNAL OF FUNCTIONAL ANALYSIS, 1996, 135 (02) : 488 - 518
  • [36] Non-gaussian distributions
    Mastrangelo, M
    Mastrangelo, V
    Teuler, JM
    APPLIED MATHEMATICS AND COMPUTATION, 2000, 109 (2-3) : 225 - 247
  • [37] Non-Gaussian distributions
    Mastrangelo, M
    Mastrangelo, V
    Teuler, JM
    APPLIED MATHEMATICS AND COMPUTATION, 1999, 101 (2-3) : 99 - 124
  • [38] NON-GAUSSIAN DIFFUSION
    LASKIN, NV
    JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL, 1989, 22 (10): : 1565 - 1576
  • [39] A non-Gaussian landscape
    Nurmi, Sami
    Byrnes, Christian T.
    Tasinato, Gianmassimo
    JOURNAL OF COSMOLOGY AND ASTROPARTICLE PHYSICS, 2013, (06):
  • [40] A generalized approximate cross validation for smoothing splines with non-Gaussian data
    Dong, XA
    Wahba, G
    STATISTICA SINICA, 1996, 6 (03) : 675 - 692
12345