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.

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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
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0.00
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article

Regularity of multiplicative processes on infinite-dimensional Lie groups

Markus Riedle, Anita Behme, Shend Thaqi
Infinite Dimensional Analysis Quantum Probability and Related Topics
Stochastic processes and financial applications
article

Regularity of multiplicative processes on infinite-dimensional Lie groups

Markus Riedle, Anita Behme, Shend Thaqi
article en

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.

Infinite Dimensional Analysis Quantum Probability and Related Topics
King's College London (GB), Technische Universität Dresden (DE)
Openalex Percentile: Top 26%
Stochastic processes and financial applications
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