Authors: Hazod, Wilfried
Title: Mehler Semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups
Language (ISO): en
Abstract: For finite dimensional vector spaces it is well-known that there exists a 1-1-correspondence between distributions of Ornstein-Uhlenbeck type processes (w.r.t. a fixed group of automorphisms) and (background driving) Lévy processes. An analogous result could be proved for simply connected nilpotent Lie groups. Here we extend this correspondence to a class of commutative hypergroups.
URI: http://hdl.handle.net/2003/25966
http://dx.doi.org/10.17877/DE290R-12777
Issue Date: 2009-01-06T14:03:33Z
Appears in Collections:Preprints der Fakultät für Mathematik

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