Inhomogeneous Levy processes in Lie groups and homogeneous spaces
Probability
2014-12-30 v1
Abstract
We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the well known Levy-Ito representation for stochastic continuous processes with independent increments in Euclidean spaces and the extension to Lie groups.
Cite
@article{arxiv.1412.7836,
title = {Inhomogeneous Levy processes in Lie groups and homogeneous spaces},
author = {Ming Liao},
journal= {arXiv preprint arXiv:1412.7836},
year = {2014}
}
Comments
In Proposition 31 and Theorem 32, dim(X) > 1 should be assumed