Approximate martingale characterization of Wiener processes on locally compact Abelian groups (Q811547)

It is a famous theorem of P. Lévy that a real-valued stochastic process \(\{X(t): 0\leq t\leq 1\}\) with \(X(0)=0\) and continuous sample paths is a Wiener process if and only if \(X\) and the process \(t\mapsto X(t)^ 2-t\) are both local martingales. The object of this paper is to establish an analogous result for processes taking values in a locally compact Abelian group. Since the local martingale conditions are without meaning in this context, they are replaced by conditions similar to the approximate martingale condition introduced by the author [Probability measures on groups VIII, Proc. 8th Conf. Oberwolfach/Ger. 1985, Lect. Notes Math. 1210, 1-12 (1986; Zbl 0623.60015) and Math. Z. 192, 409-419 (1986; Zbl 0599.60010)].