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The Ornstein-Uhlenbeck process associated with the Levy Laplacian and its Dirichlet form
The Ornstein-Uhlenbeck process the Levy Laplacian Dirichlet form
2009/9/22
We prove the existence of an Omstein-Uhlenbeck type
process associated with the Evy Laplacian. Like the classical case, the
law of the Levy Brownian motion at time 1 is an invariant probability
of ...