Brownian motion and Levy processes on locally compact groups

Abstract

It is shown that every L´evy process on a locally compact group G is determined by a sequence of one-dimensional Brownian motions and an independent Poisson random measure. As a consequence, we are able to give a very straightforward proof of sample path continuity for Brownian motion in G. We also show that every L´evy process on G is of pure jump type, when G is totally disconnected