Gaussian hemigroups on a locally compact group (Q705729)

From MaRDI portal





scientific article; zbMATH DE number 2133924
Language Label Description Also known as
default for all languages
No label defined
    English
    Gaussian hemigroups on a locally compact group
    scientific article; zbMATH DE number 2133924

      Statements

      Gaussian hemigroups on a locally compact group (English)
      0 references
      0 references
      0 references
      14 February 2005
      0 references
      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.
      0 references
      0 references
      convolution semigroups and hemigroups of probability measures
      0 references
      diffusion and Gaussian hemigroups
      0 references
      convolution hemigroups
      0 references
      evolution operator families of finite variation
      0 references
      increment processes
      0 references
      Gauss condition
      0 references
      martingale characterization
      0 references

      Identifiers