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arxiv: 1411.2752 · v1 · pith:VQ2QNH7Pnew · submitted 2014-11-11 · 🧮 math.PR

Infinite Dimensional Ornstein-Uhlenbeck Processes Driven by Levy Processes

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keywords processesdrivenornstein-uhlenbeckarisebranchingcasecontextscontinuous-state
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We review the probabilistic properties of Ornstein-Uhlenbeck processes in Hilbert spaces driven by L\'{e}vy processes. The emphasis is on the different contexts in which these processes arise, such as stochastic partial differential equations, continuous-state branching processes, generalised Mehler semigroups and operator self-decomposable distributions. We also examine generalisations to the case where the driving noise is cylindrical.

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