TY  - INPR
A1  - Murr, Rüdiger
T1  - Characterization of Lévy Processes by a duality formula and related results
N2  - Processes with independent increments are characterized via a duality formula, including Malliavin derivative and difference operators. This result is based on a characterization of infinitely divisible random vectors by a functional equation. A construction of the difference operator by a variational method is introduced and compared to approaches used by other authors for L´evy processes involving the chaos decomposition. Finally we extend our method to characterize infinitely divisible random measures.
T3  - Mathematische Statistik und Wahrscheinlichkeitstheorie : Preprint - 2011, 02 
Y1  - 2011
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/5028
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-43538
ER  -