Regularity of multiplicative processes on infinite-dimensional Lie groups

Anita Behme; Markus Riedle; Shend Thaqi

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arXiv · 2511.17284

Regularity of multiplicative processes on infinite-dimensional Lie groups

Anita Behme·Markus Riedle·Shend Thaqi

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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.

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Anita Behme, Markus Riedle, Shend Thaqi. 2025-11-21. Regularity of multiplicative processes on infinite-dimensional Lie groups. https://arxiv.org/abs/2511.17284

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