The Jacobi Field of a Lévy Process

• Datum: 2003
• Hauptverfasser: Berezansky, Yu. M., Lytvynov, E. V., Mierzejewski, D. A., Березанський, Ю. М., Литвинов, Є. В., Мерзєєвський, Д. А.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2003
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3945
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We derive an explicit formula for the Jacobi field that is acting in an extended Fock space and corresponds to an ( \(\mathbb{R}\) -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 i...