Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group (Q960176)

The main result of the article is the following theorem. Let \(S^{(i)}=\{\mu_t^{(i)}\}_{t\geq 0} \;(i=1, 2)\) be continuous convolution semigroups on a simply connected nilpotent Lie group such that \(\mu_1^{(1)}=\mu_1^{(2)}.\) Suppose that one of the following two conditions is fulfilled: \((i)\) \(S^{(1)}\) is Gaussian; \((ii)\) both \(S^{(1)}\) and \(S^{(2)}\) are Poissonian semigroups such that the exponent measure of \(S^{(1)}\) is determinate. Then \(\mu_t^{(1)}=\mu_t^{(2)}\) for all \(t\geq 0\). As a complement the author gives a proof of Pap's result on the uniqueness of the Gaussian embedding of a Gaussian probability measure on simply connected nilpotent Lie groups [\textit{G. Pap}, Arch. Math. 62, No. 3, 282--288 (1994; Zbl 0804.60007)].