On the equation \(\mu_{t+s} = \mu_s * T_s\mu_t\) (Q5937064)

The authors consider an extension of convolution semigroups of probability measures on real separable Banach spaces \(E\), the so-called \((T_t)\)-convolution semigroups. A \((T_t)\)-convolution semigroup is a family \((\mu_t)_{t\geq 0}\) of probability measures on \(E\), being any solution of the equation \(\mu_{t+s}=\mu_s*(T_s\mu_t)\), \(t,s\geq 0\), where \((T_t)_{t\geq 0}\) is a strongly continuous semigroup of linear operators on \(E\). The study is motivated by the analysis of (generalized) Mehler semigroups. It is shown that similar to the well established theory of convolution semigroups, every measure \(\mu_t\) of a \((T_t)\)-convolution semigroup is infinitely divisible and, up to possible shifts, is also continuous.