The Jacobi Field of a Lévy Process
We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ( R -valued) Lévy process on a Riemannian manifold. The support of the measure of jumps in the Lévy–Khintchine representation for the Lévy process is supposed to have an infinite number...
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| Published in: | Український математичний журнал |
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| Date: | 2003 |
| Main Authors: | , , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2003
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| Subjects: | |
| Online Access: | https://nasplib.isofts.kiev.ua/handle/123456789/163897 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | The Jacobi Field of a Lévy Process / Yu.M. Berezansky, E. Lytvynov, D.A. Mierzejewski // Український математичний журнал. — 2003. — Т. 55, № 5. — С. 706–710. — Бібліогр.: 18 назв. — англ. |