Autor(en): | Becker-Kern, Peter Hazod, Wilfried |
Titel: | Mehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groups |
Sprache (ISO): | en |
Zusammenfassung: | 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. |
Schlagwörter: | Lipschitz continuous hemigroup semi-selfsimilar additive process spacetime group periodic Ornstein-Uhlenbeck process background driving process generalized Lie-Trotter formula |
URI: | http://hdl.handle.net/2003/25280 http://dx.doi.org/10.17877/DE290R-8135 |
Erscheinungsdatum: | 2008-05-19T09:22:01Z |
Enthalten in den Sammlungen: | Preprints der Fakultät für Mathematik |
Dateien zu dieser Ressource:
Datei | Beschreibung | Größe | Format | |
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mathematicalPreprint10.pdf | 363.79 kB | Adobe PDF | Öffnen/Anzeigen |
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