MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP
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Publication:4467382
DOI10.1142/S0219025703001407zbMath1043.60039OpenAlexW2058111828MaRDI QIDQ4467382
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
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
Related Items (2)
Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas ⋮ Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
Cites Work
- Fourier analysis and limit theorems for convolution semigroups on a locally compact group
- A new proof of the generalized continuity theorem of Paul Levy
- Hemigroups of probability measures on a locally compact group
- Lindeberg-Feller theorems on Lie groups
- Convergence of noncommutative triangular arrays of probability measures on a Lie group
- 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
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