Uniqueness of embedding into a Gaussian semigroup and a Poisson semigroup with determinate jump law on a simply connected nilpotent Lie group

DOI10.1007/s10959-008-0175-5zbMath1157.60006OpenAlexW2092093649WikidataQ115382057 ScholiaQ115382057MaRDI QIDQ960176

Daniel Neuenschwander

Publication date: 16 December 2008

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/36898/1/10959_2008_Article_175.pdf

zbMATH Keywords

embeddingPoisson semigroupsimply connected nilpotent Lie groupGaussian semigroup

Mathematics Subject Classification ID

Nilpotent and solvable Lie groups (22E25) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (1)

Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Cites Work

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• Cramér theorem on symmetric spaces of noncompact type
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• Probabilities on the Heisenberg group: limit theorems and Brownian motion
• Über die Charakterisierung unendlich teilbarer Wahrscheinlichkeitsverteilungen.
• Infinitely Divisible Distributions on Connected Nilpotent Lie Groups

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