Unitary Processes with Independent Increments
Un Cig Ji, Lingaraj Sahu, Kalyan B. Sinha
TL;DR
This paper investigates unitary Gaussian processes with independent increments, establishing their equivalence to Hudson-Parthasarathy evolution systems, thus generalizing previous results without requiring stationarity.
Contribution
It proves the unitary equivalence of Gaussian processes with independent increments to Hudson-Parthasarathy systems, extending prior work to non-stationary cases.
Findings
Established unitary equivalence to Hudson-Parthasarathy systems
Generalized previous results to non-stationary processes
Extended theoretical framework for Gaussian processes
Abstract
In this paper, we study unitary Gaussian processes with independent increments with which the unitary equivalence to a Hudson-Parthasarathy evolution systems is proved. This gives a generalization of results in [16] and [17] in the absence of the stationarity condition.
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Taxonomy
TopicsStochastic processes and financial applications · Mathematical Biology Tumor Growth · Advanced Thermodynamics and Statistical Mechanics