Fock Space Decomposition of Levy Processes

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dc.creatorStreater, R. F.
dc.date2003-07-17
dc.date.accessioned2026-07-07T04:59:44Z
dc.date.available2026-07-07T04:59:44Z
dc.descriptionWe show that the general Lévy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, ${\bf R}$. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes correspond to cocycles of which the derivatives are cocycles of the Lie algebra of ${\bf R}$. Lévy's formula gives the most general cocycle possible.
dc.identifierhttps://arxiv.org/abs/math/0307243
dc.identifierhttp://arxiv.org/abs/math/0307243
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/68105
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subject60G51
dc.titleFock Space Decomposition of Levy Processes
dc.typetext

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