2 papers
math.PR2026
Regularity of multiplicative processes on infinite-dimensional Lie groups
Anita Behme, Markus Riedle, Shend Thaqi
This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit cÃ…
math.PR2024
Limit theorems for stochastic exponentials of matrix-valued Lévy processes
Anita Behme, Sebastian Mentemeier
We study the long-time behaviour of matrix-valued stochastic exponentials of Lévy processes, i.e. of multiplicative Lévy processes in the general linear group. In particular, we…