Regularity of multiplicative processes on infinite-dimensional Lie groups

Fuente: arXiv
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Autores principales: Behme, Anita, Riedle, Markus, Thaqi, Shend
Formato: Preprint
Publicado: 2025
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author Behme, Anita
Riedle, Markus
Thaqi, Shend
author_facet Behme, Anita
Riedle, Markus
Thaqi, Shend
contents This article 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.
format Preprint
id arxiv_https___arxiv_org_abs_2511_17284
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Regularity of multiplicative processes on infinite-dimensional Lie groups
Behme, Anita
Riedle, Markus
Thaqi, Shend
Probability
60B20, 60G07, 60J57, 60J25, 60J76
This article 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.
title Regularity of multiplicative processes on infinite-dimensional Lie groups
topic Probability
60B20, 60G07, 60J57, 60J25, 60J76
url https://arxiv.org/abs/2511.17284