@unpublished{Murr2011, author = {Murr, R{\"u}diger}, title = {Characterization of L{\´e}vy Processes by a duality formula and related results}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-43538}, year = {2011}, abstract = {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.}, language = {en} }