Authors: Becker-Kern, Peter
Hazod, Wilfried
Title: Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups
Language (ISO): en
Abstract: It is shown how discrete skew convolution semigroups of probability measures on a simply connected nilpotent Lie group can be embedded into Lipschitz continuous semistable hemigroups by means of their generating functionals. These hemigroups are the distributions of increments of additive semi-selfsimilar processes. Considering these on an enlarged space-time group, we obtain Mehler hemigroups corresponding to periodically stationary processes of Ornstein-Uhlenbeck type, driven by certain additive processes with periodically stationary increments. The background driving processes are further represented by generalized Lie-Trotter formulas for convolutions, corresponding to a random integral approach known for finite-dimensional vector spaces.
Subject Headings: Lipschitz continuous hemigroup
semi-selfsimilar additive process
spacetime group
periodic Ornstein-Uhlenbeck process
background driving process
generalized Lie-Trotter formula
Issue Date: 2008-05-19T09:22:01Z
Appears in Collections:Preprints der Fakultät für Mathematik

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