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

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.

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DOI:
https://doi.org/10.1090/S0002-9947-1978-0483034-3

Article copyright:
© Copyright 1978
American Mathematical Society