Regularity of multiplicative processes on infinite-dimensional Lie groups

Research output: Contribution to journalResearch articleContributedpeer-review

Abstract

This paper studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit càdlàg modifications and derive bounds on their local behavior. Our approach builds on the local equivalence of Banach–Lie groups and Banach spaces via the exponential and logarithm, allowing us to transfer analytic estimates and structural results. To illustrate our findings, we consider multiplicative processes on the Heisenberg group.

Details

Original languageEnglish
Article number2650003
Journal Infinite dimensional analysis, quantum probability and related topics (IDAQP)
Publication statusPublished - 3 Apr 2026
Peer-reviewedYes

External IDs

ORCID /0009-0001-8871-7545/work/212492647
Mendeley adf7ad8f-b123-352f-8cfb-5b0e7ce365c4

Keywords