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2003/63/1-2 (10) — DOI: 10.5486/PMD.2003.2695 — pp. 115-132

A Lévy-characterization for Gaussian processes on matrix groups

Authors: Michael Voit

Abstract:

Abstract in image format

Keywords: Lévy processes, Brownian motion, Lie groups, martingale problem, faithful representations

Mathematics Subject Classification: 60J65, 60G44, 60H05, 22D20, 60G15