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Transactions of the American Mathematical Society

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Processes with independent increments on a Lie group


Author: Philip Feinsilver
Journal: Trans. Amer. Math. Soc. 242 (1978), 73-121
MSC: Primary 60J30; Secondary 60B15
DOI: https://doi.org/10.1090/S0002-9947-1978-0483034-3
MathSciNet review: 0483034
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Abstract | References | Similar Articles | Additional Information

Abstract: The Lévy-Khinchin representation for processes with independent increments is extended to processes taking values in a Lie group.

The basis of the proof is to approximate continuous time processes by Markov chains. The processes involved are handled by the technique, developed by Stroock and Varadhan, of characterizing Markov processes by associated martingales.


References [Enhancements On Off] (What's this?)

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DOI: https://doi.org/10.1090/S0002-9947-1978-0483034-3
Article copyright: © Copyright 1978 American Mathematical Society

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