Inhomogeneous Levy processes in Lie groups and homogeneous spaces

Ming Liao

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arXiv · 1412.7836

Inhomogeneous Levy processes in Lie groups and homogeneous spaces

Ming Liao

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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.

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Ming Liao. 2014-12-25. Inhomogeneous Levy processes in Lie groups and homogeneous spaces. https://arxiv.org/abs/1412.7836

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