English

L\'evy Processes on $U_q(g)$ as Infinitely Divisible Representations

Probability 2007-05-23 v1

Abstract

L\'evy processes on bialgebras are families of infinitely divisible representations. We classify the generators of L\'evy processes on the compact forms of the quantum algebras Uq(g)U_q(g), where gg is a simple Lie algebra. Then we show how the processes themselves can be reconstructed from their generators and study several classical stochastic processes that can be associated to these processes.

Keywords

Cite

@article{arxiv.math/9907016,
  title  = {L\'evy Processes on $U_q(g)$ as Infinitely Divisible Representations},
  author = {V. K. Dobrev and H. -D. Doebner and U. Franz and R. Schott},
  journal= {arXiv preprint arXiv:math/9907016},
  year   = {2007}
}

Comments

13 pages, LATEX file, ASI-TPA/13/99 (TU Clausthal); 6/99 (Preprint-Reihe Mathmatik, Univ. Greifswald);