2003/63/1-2 (10)
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DOI: 10.5486/PMD.2003.2695
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pp. 115-132
A Lévy-characterization for Gaussian processes on matrix groups
Abstract:
Keywords: Lévy processes, Brownian motion, Lie groups, martingale problem, faithful representations
Mathematics Subject Classification: 60J65, 60G44, 60H05, 22D20, 60G15
