Lévy Processes in a Step 3 Nilpotent Lie Group

Maria Gordina, John Haga

Published 2012-07-02, updated 2012-07-03Version 2

The infinitesimal generators of L\'evy processes in Euclidean space are pseudo-differential operators with symbols given by the L\'evy-Khintchine formula. This classical analysis relies heavily on Fourier analysis which in the case when the state space is a Lie group becomes much more subtle. Still the notion of pseudo-differential operators can be extended to connected, simply connected nilpotent Lie groups by employing the Weyl functional calculus. With respect to this definition, the generators of L\'evy processes in the simplest step 3 nilpotent Lie group $G$ are pseudo-differential operators which admit $C_c(G)$ as its core.