Processes with independent increments on a Lie group-Reference-Cited by-同舟云学术

Processes with independent increments on a Lie group

Published:1978 Issue:0 Volume:242 Page:73-121
ISSN:0002-9947
Container-title:Transactions of the American Mathematical Society
language:en
Short-container-title:Trans. Amer. Math. Soc.

Author:

Feinsilver Philip

Abstract

The Lévy-Khinchin representation for processes with independent increments is extended to processes taking values in a Lie group. The basis of the proof is to approximate continuous time processes by Markov chains. The processes involved are handled by the technique, developed by Stroock and Varadhan, of characterizing Markov processes by associated martingales.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,General Mathematics

Link

http://www.ams.org/tran/1978-242-00/S0002-9947-1978-0483034-3/S0002-9947-1978-0483034-3.pdf

Reference15 articles.

1. Stochastic processes with independent increments taking values in an abelian group;Bingham, M. S.;Proc. London Math. Soc. (3),1971

2. W. Feller, An introduction to probability theory and its applications, Vol. 2, 2nd ed., Wiley, New York, 1971. MR 42 #5292.

3. Robert Gilmore, Lie groups, Lie algebras and some of their applications, Wiley, New York, 1974.

4. Semi-groups of measures on Lie groups;Hunt, G. A.;Trans. Amer. Math. Soc.,1956

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