| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4669402 | Bulletin des Sciences Mathématiques | 2007 | 23 Pages |
Abstract
Lévy processes in matrix Lie groups are studied. Subordination (random time change) is used to show that quasi-invariance of the Brownian motion in a Lie group induces absolute continuity of the laws of the corresponding pure jump processes. These results are applied to several examples which are discussed in detail.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
