{
  "id": "1412.7836",
  "version": "v1",
  "published": "2014-12-25T16:28:28.000Z",
  "updated": "2014-12-25T16:28:28.000Z",
  "title": "Inhomogeneous Levy processes in Lie groups and homogeneous spaces",
  "authors": [
    "Ming Liao"
  ],
  "comment": "In Proposition 31 and Theorem 32, dim(X) > 1 should be assumed",
  "journal": "J. Therect. Probab. 27, 315-357 (2014)",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-12-25T16:28:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J25",
      "58J65"
    ],
    "keywords": [
      "lie group",
      "inhomogeneous levy processes",
      "homogeneous space",
      "matrix function",
      "independent increments"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1412.7836L"
    }
  }
}