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Fock Space Decomposition of Levy Processes

2003/07/17 by R. F. Streater, Streater, R. F.
Mathematics · #60G51 #Advanced Operator Algebra Research #Advanced Topics in Algebra #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #Random Matrices and Applications #math.FA #math.PR #msc:60G51

paper · pdf · doi:10.48550/arxiv.math/0307243

arxiv created 2003/07/17 · openalex publication_date 2003/07/17 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We show that the general Lévy process can be embedded in a suitable Fock space, classified by cocycles of the real line regarded as a group, \bf R. The formula of de Finetti corresponds to coboundaries. Kolmogorov's processes correspond to cocycles of which the derivatives are cocycles of the Lie algebra of \bf R. Lévy's formula gives the most general cocycle possible.

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