MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP

DOI10.1142/S0219025703001407zbMath1043.60039OpenAlexW2058111828MaRDI QIDQ4467382

Herbert Heyer, Gyula Pap

Publication date: 9 June 2004

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025703001407

zbMATH Keywords

evolution familiesincrement processesconvolution hemigroupsmartingale characterizations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Related Items (2)

Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas ⋮ Inhomogeneous Lévy processes in Lie groups and homogeneous spaces

Cites Work

• Fourier analysis and limit theorems for convolution semigroups on a locally compact group
• A new proof of the generalized continuity theorem of Paul Levy
• Hemigroups of probability measures on a locally compact group
• Lindeberg-Feller theorems on Lie groups
• Convergence of noncommutative triangular arrays of probability measures on a Lie group
• On diffusion hemigroups of probability measures on an Abelian locally compact group
• On Multiplicative Lebesgue Integration and Families of Evolution Operators.
• Stetige Halbgruppen von Wahrscheinlichkeitsma\en auf lokalkompakten maximal fastperiodischen Gruppen

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