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Start Over Author "Privault, Nicolas" Topic annihilation reactions Topic levy processes Journal infinite dimensional analysis, quantum probability & related topics

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1. Splitting of Poisson Noise and Lévy Processes on Real Lie Algebras.

Author

Privault, Nicolas

Subjects
*LEVY processes, *ANNIHILATION reactions, *DECOMPOSITION method
Abstract

The compensated Poisson noise is expressed as a composite sum (splitting) of creation and annihilation operators, whose probabilistic interpretation relies on time changes. We construct an Itô table for this decomposition and obtain continuous and discrete time realizations of Lévy processes on the finite difference algebra fd and on sl[sub 2], e.g. the space-time dual of the Poisson process (compensated gamma process), and the continuous binomial process. [ABSTRACT FROM AUTHOR]

Published
2002
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