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Covariance-Parameter Levy Processes in the Space of Trace-Class Operators | |
VICTOR MANUEL PEREZ ABREU CARRION | |
Acceso Abierto | |
Atribución-NoComercial | |
Procesos de Levy | |
The paper deals with L ́evy processes with values in L1(H), the Banach space of trace-class operators in a Hilbert space H: L ́evy processes with values and parameter in a cone K of L1(H) are defined and several properties are established. A family ofL1(H)-valued L ́evy processes is obtained via the subordination ofK- parameter, L1(H)-valued L ́evy processes. | |
Centro de Investigación en Matemáticas AC | |
11-02-2003 | |
Reporte | |
Inglés | |
Investigadores | |
PROCESOS ESTOCÁSTICOS | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Reportes Técnicos - Probabilidad y Estadística |
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