No label defined (Q3972214)

[For the entire collection see Zbl 0702.00025.] Let \((X_ t)_{t\geq 0}\) be a stochastically continuous process with independent increments taking values in a Lie group \(G\) of \(n\times n\) matrices. Then the infinitesimal generator of the corresponding convolution semigroup is representable by the Lévy-Khinchin formula. Let \(A_ 0\), \(A\), \(\eta\) be the primitive term, the Gaussian term and the Lévy measure, respectively. Then \((X_ t)\) is the solution of a stochastic differential equation \(dX_ t = X_ t\cdot\{\cdots\}\). Here the expression inside the braces on the right-hand side involves independent Brownian motions corresponding to the Gauss term and a Poisson random measure corresponding to the Lévy measure, i.e., to the distribution of the corresponding jump process. Conversely, every solution of this generalized Itô equation is a \(G\)-valued process with independent increments. The author gives a sketch of the proof and indicates how these representations are related to quantum stochastics.