MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP

DOI10.1142/S0219025703001407MaRDI QIDQ4467382zbMATH OpenOpenAlexFDO

Authors Herbert Heyer, Gyula Pap

Publication date 9 June 2004

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219025703001407

zbMATH Keywords

convolution hemigroupsevolution familiesincrement processesmartingale characterizations

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

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Cites work

• A new proof of the generalized continuity theorem of Paul Levy
• Convergence of noncommutative triangular arrays of probability measures on a Lie group
• Fourier analysis and limit theorems for convolution semigroups on a locally compact group
• Hemigroups of probability measures on a locally compact group
• Lindeberg-Feller theorems on Lie groups
• On diffusion hemigroups of probability measures on an Abelian locally compact group
• On Multiplicative Lebesgue Integration and Families of Evolution Operators.
• Stetige Halbgruppen von Wahrscheinlichkeitsma\en auf lokalkompakten maximal fastperiodischen Gruppen

Cited in

(11)

• Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
• Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas
• Martingale characterizations of stochastic processes on compact groups
• scientific article; zbMATH DE number 432961 (Why is no real title available?)
• Martingale characterizations of increment processes in a commutative hypergroup
• scientific article; zbMATH DE number 1066374 (Why is no real title available?)
• Group actions and singular martingales
• Group Actions and Singular Martingales II, The Recognition Problem
• scientific article; zbMATH DE number 910641 (Why is no real title available?)
• Gaussian hemigroups on a locally compact group
• Approximate martingale characterization of Wiener processes on locally compact Abelian groups

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