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dc.contributor.authorBecker-Kern, Peter-
dc.contributor.authorHazod, Wilfried-
dc.date.accessioned2008-05-19T09:22:01Z-
dc.date.available2008-05-19T09:22:01Z-
dc.date.issued2008-05-19T09:22:01Z-
dc.identifier.urihttp://hdl.handle.net/2003/25280-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-8135-
dc.description.abstractIt 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.en
dc.language.isoende
dc.relation.ispartofseriesPreprints der Fakultät für Mathematik;2008-10de
dc.subjectLipschitz continuous hemigroupen
dc.subjectsemi-selfsimilar additive processen
dc.subjectspacetime groupen
dc.subjectperiodic Ornstein-Uhlenbeck processen
dc.subjectbackground driving processen
dc.subjectgeneralized Lie-Trotter formulaen
dc.subject.ddc510-
dc.titleMehler hemigroups and embedding of discrete skew convolution semigroups on simply connected nilpotent Lie groupsen
dc.typeTextde
dc.type.publicationtypepreprinten
dcterms.accessRightsopen access-
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