Gaussian hemigroups on a locally compact group

DOI10.1023/B:AMHU.0000028408.90695.59MaRDI QIDQ705729zbMATH OpenOpenAlexFDO

Authors Herbert Heyer, Gyula Pap

Publication date 14 February 2005

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/b:amhu.0000028408.90695.59

zbMATH Keywords

convolution hemigroupsconvolution semigroups and hemigroups of probability measuresdiffusion and Gaussian hemigroupsevolution operator families of finite variationGauss conditionincrement processesmartingale characterization

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Martingales with continuous parameter (60G44)

Review text

The reviewer recently derived several martingale characterizations of Lévy processes and in particular Brownian motions on Lie groups which, for instance, generalize the classical Lévy characterization. In the paper under review, these characterizations are extended to the non-homogeneous case, i.e., the authors study càdlàg processes associated with convolution hemigroups and in particular Gaussian hemigroups. As convolution hemigroups are considerably more complicated than semigroups, the details here are also more complicated than in the time-homogeneous case.

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