Inhomogeneous Levy processes in Lie groups and homogeneous spaces

Abstract

We obtain a representation of an inhomogeneous Levy process in a Lie group or a homogeneous space in terms of a drift, a matrix function and a measure function. Because the stochastic continuity is not assumed, our result generalizes the well known Levy-Ito representation for stochastic continuous processes with independent increments in Euclidean spaces and the extension to Lie groups.

In Proposition 31 and Theorem 32, dim(X) > 1 should be assumed