Regularity of multiplicative processes on infinite-dimensional Lie groups
Probability
2026-04-14 v2
Abstract
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local behavior. Our approach builds on the local equivalence of Banach-Lie groups and Banach spaces via the exponential and logarithm, allowing us to transfer analytic estimates and structural results.
Cite
@article{arxiv.2511.17284,
title = {Regularity of multiplicative processes on infinite-dimensional Lie groups},
author = {Anita Behme and Markus Riedle and Shend Thaqi},
journal= {arXiv preprint arXiv:2511.17284},
year = {2026}
}