Martingale characterizations of stochastic processes on compact groups

zbMATH Open0987.60062MaRDI QIDQ2772028

Michael Voit

Publication date: 18 February 2002

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

martingale problemcompact Lie groupsLévy-characterization for Gaussian processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Martingales with continuous parameter (60G44) Unitary representations of locally compact groups (22D10) Stochastic integrals (60H05) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

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