Completely positive operators and processes of Ornstein-Uhlenbeck type

Klaus Pötzelberger

Stochastic Processes and their Applications, 1987, vol. 25, 249-256

Abstract: We investigate Markov chains that are characterized by properties of their Markov semigroup. If the Markov semigroup is completely positive, we call the Markov chain to be of generalized Orstein-Uhlenbeck type. We give a type of integral representation.

Keywords: class; L; completely; positive; operator; process; of; Ornstein-Uhlenbeck; type (search for similar items in EconPapers)
Date: 1987
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