ترغب بنشر مسار تعليمي؟ اضغط هنا

Characterization of unitary processes with independent and stationary increments

106   0   0.0 ( 0 )
 نشر من قبل Lingaraj Sahu
 تاريخ النشر 2008
  مجال البحث
والبحث باللغة English




اسأل ChatGPT حول البحث

This is a continuation of the earlier work cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain of the generator, unitary equivalence of the processes to the solution of Hudson-Parthasarathy equation is proved.



قيم البحث

اقرأ أيضاً

In this paper, we study unitary Gaussian processes with independent increments with which the unitary equivalence to a Hudson-Parthasarathy evolution systems is proved. This gives a generalization of results in [16] and [17] in the absence of the stationarity condition.
The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.
We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions. These ersa
167 - F. Klebaner , R. Liptser 2005
We consider a continuous time version of Cramers theorem with nonnegative summands $ S_t=frac{1}{t}sum_{i:tau_ile t}xi_i, t toinfty, $ where $(tau_i,xi_i)_{ige 1}$ is a sequence of random variables such that $tS_t$ is a random process with independent increments.
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا