Processes With Independent Increments on a Lie Group

DOI10.2307/1997728zbMath0403.60006OpenAlexW4240044790MaRDI QIDQ4188484

Philip Feinsilver

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/1997728

zbMATH Keywords

MartingalesMarkov ProcessesMarkov ChainsProcesses with Independent IncrementsLevy-Khinchin Representation

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Convergence of probability measures (60B10) Markov processes (60J99)

Related Items

A three-series theorem on Lie groups, Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields, Unnamed Item, Random walks and Lévy processes as rough paths, Representation and construction of multiplicative noise, Limits of commutative triangular systems on simply connected step 2- nilpotent Lie groups, Wave noise: A nonlinear analog of the white noise, Inhomogeneous Lévy processes in Lie groups and homogeneous spaces, Asymptotic properties of convolution operators and limits of triangular arrays on locally compact groups, Invariant diffusion processes under Lie group actions, Random transformations and invariance of semimartingales on Lie groups, A decomposition of Markov processes via group actions, Hemigroups of probability measures on a locally compact group, Markov processes invariant under a Lie group action, Markov processes with jumps on manifolds and Lie groups

Cites Work

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• Probability distributions on locally compact Abelian groups
• Semi-Groups of Measures on Lie Groups
• Diffusion processes with continuous coefficients, I
• Probability Distributions on Topological Groups
• On Decomposition Theorems of Meyer.
• Quasi-Martingales.
• Stochastic Processes with Independent Increments Taking Values in an Abelian Group