ON RELATIONS BETWEEN URBANIK AND MEHLER SEMIGROUPS

It is shown that operator-selfdecomposable measures or, more precisely, their Urbanik decomposability semigroups induce general-ized Mehler semigroups of bounded linear operators. Moreover, those semi-groups can be represented as random integrals of operator valued functions with respect to stochastic Lévy processes. Our Banach space setting is in contrast with the Hilbert spaces on which so far and most often the general-ized Mehler semigroups were studied. Furthermore, we give new proofs of the random integral representation