Applebaum, D. (2006) Brownian motion and Levy processes on locally compact groups. Methods of Functional Analysis and Topology, 12 (2). pp. 101-112.
Abstract
It is shown that every L´evy process on a locally compact group G is determined by a sequence of one-dimensional Brownian motions and an independent Poisson random measure. As a consequence, we are able to give a very straightforward proof of sample path continuity for Brownian motion in G. We also show that every L´evy process on G is of pure jump type, when G is totally disconnected.
Metadata
| Item Type: | Article |
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| Authors/Creators: |
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| Copyright, Publisher and Additional Information: | © 2006 Institute of Mathematics, National Academy of Sciences of Ukraine. This is an author produced version of a paper subsequently published in Methods of Functional Analysis and Topology. Uploaded in accordance with the publisher's self-archiving policy. |
| Keywords: | Locally compact group, L´evy process, topological Lie algebra, weak coordinate system, Feller semigroup, Brownian motion, Poisson random measure. |
| Dates: |
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| Institution: | The University of Sheffield |
| Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield) |
| Depositing User: | Miss Anthea Tucker |
| Date Deposited: | 30 Sep 2009 13:33 |
| Last Modified: | 16 Nov 2015 11:48 |
| Published Version: | http://www.imath.kiev.ua/~mfat/html/papers/2006/2/... |
| Status: | Published |
| Publisher: | Institute of Mathematics, National Academy of Sciences of Ukraine |
| Refereed: | Yes |
| Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:9798 |
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