Gaussian hemigroups on a locally compact group (Q705729)
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English | Gaussian hemigroups on a locally compact group |
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Gaussian hemigroups on a locally compact group (English)
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14 February 2005
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The reviewer recently derived several martingale characterizations of Lévy processes and in particular Brownian motions on Lie groups which, for instance, generalize the classical Lévy characterization. In the paper under review, these characterizations are extended to the non-homogeneous case, i.e., the authors study càdlàg processes associated with convolution hemigroups and in particular Gaussian hemigroups. As convolution hemigroups are considerably more complicated than semigroups, the details here are also more complicated than in the time-homogeneous case.
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convolution semigroups and hemigroups of probability measures
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diffusion and Gaussian hemigroups
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convolution hemigroups
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evolution operator families of finite variation
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increment processes
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Gauss condition
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martingale characterization
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