scientific article; zbMATH DE number 2016904

MaRDI QIDQ4439488zbMATH OpenFDO

Authors Mátyás Barczy, Gyula Pap

Publication date 14 December 2003

zbMATH Keywords

affine groupGaussian convolution semigroupsGaussian Lévy processessupport of measures

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Recommendations

• Uniqueness of embedding of Gaussian probability measures into a continuous convolution semigroup on simply connected nilpotent Lie groups
• Supports of Gauss measures on semisimple Lie groups
• On the supports of absolutely continuous Gauss measures on connected Lie groups
• Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group
• Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance
• On the supports of Gauss measures on algebraic groups
• On the absolute continuity of Gaussian measures on locally compact groups
• Gaussian measures in Urbanik's sense and a characterization theorem for abelian groups
• The Pólya characterization of a Gaussian measure on groups

Cited in

(6)

• Supports of Gauss measures on semisimple Lie groups
• Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance
• Beyond Haar and Cameron-Martin: the Steinhaus support
• On the supports of Gauss measures on algebraic groups
• Gaussian measures in the sense of Bernstein: factorization, supports, zero-one law
• On the supports of absolutely continuous Gauss measures on connected Lie groups

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