Regularity of multiplicative processes on infinite-dimensional Lie groups
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.
Authors
- Markus Riedle (ORCID: https://orcid.org/0000-0003-1408-8050)
- Anita Behme (ORCID: https://orcid.org/0000-0002-9999-7589)
- Shend Thaqi
Institutions
- King's College London (GB)
- Technische Universität Dresden (DE)
Publication Details
- Journal
- Infinite Dimensional Analysis Quantum Probability and Related Topics
- Published
- 2026-04-06
- DOI
- https://doi.org/10.1142/s0219025726500037
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00