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These processes are stochastically continuous semimartingales or processes with independent increments. A process \\(X(t)\\) is called a semimartingale on a group \\(G\\) if, for any real-valued function \\(f \\in \\mathbb{C}^ \\infty(G)\\), a process \\(f(X(t))\\) is a semimartingale. Then the logarithm and exponent for the processes with values on matrix groups and Lie algebras are constructed. Denote by \\(S(g)\\) the class of stochastically continuous semimartingales \\(x(t)\\) with independent additive increments and bounded jumps on the Lie algebra \\(g\\); by \\(S(G)\\) denote the class of stochastically continuous semimartingales \\(X(t)\\) with independent multiplicative increments and bounded multiplicative jumps on the corresponding Lie group \\(G\\). It is proved that the mapping \\(\\text{EXP} : (x)(t) \\to \\text{EXP}(x)(t) = X(t)\\) is a bijection between \\(S(g)\\) and \\(S(G)\\), \\(\\text{EXP}^{-1}(x)(t) = \\text{LN}(x)(t)\\). Then, by using the Ado theorem on the local structure of the Lie group, the results are extended from matrix Lie group to the case of an arbitrary Lie 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