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Regularity of multiplicative processes on infinite-dimensional Lie groups (2511.17284v1)
Published 21 Nov 2025 in math.PR
Abstract: 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.
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