JUMPS OF STOCHASTIC PROCESSES WITH VALUES IN ATOPOLOGICAL GROUP
Eberhard Siebert
Abstract: We consider a stochastic process taking its values in a Polish group and
having independent increments. First we investigate the jump measures on associated
with the process . Then we identify the measures with the Lévy measures of certain
convolution semigroups on closely connected with Finally we show that for a
submultiplicative function on the integrability with respect to the process is
essentially equivalent with the integrability of with respect to the jump measures of