scientific article; zbMATH DE number 774047

MaRDI QIDQ4839102zbMATH OpenFDO

Authors Hiroshi Kunita

Publication date 15 January 1996

zbMATH Keywords

infinitely divisible lawLévy processes on Lie groupsLévy-Itô decomposition of a Lévy processLévy-Khinchin formula

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Markov processes (60J99)

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• Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
• Random walks and Lévy processes as rough paths
• Lévy processes and their subordination in matrix Lie groups
• Lévy processes in a step 3 nilpotent Lie group
• Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds
• Construction of Levi processes on path spaces of Lie groups
• Aspects of recurrence and transience for Lévy processes in transformation groups and noncompact Riemannian symmetric pairs
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