Barczy, M.; Pap, G. Gaussian measures on the affine group: Uniqueness of embedding and supports. (English) Zbl 1027.60002 Publ. Math. Debr. 63, No. 1-2, 221-234 (2003). Summary: It is shown that a Gaussian measure on the affine group can be embedded only into a uniquely determined Gaussian semigroup. The starting point of the proof is the fact that a Gaussian Lévy process (i.e., a Lévy process with vanishing Lévy measure) on the affine group satisfies a certain stochastic differential equation. Moreover, we will give a complete description of supports of Gaussian measures on the affine group using Siebert’s support formula. Cited in 1 Document MSC: 60B15 Probability measures on groups or semigroups, Fourier transforms, factorization Keywords:Gaussian Lévy processes; Gaussian convolution semigroups; affine group; support of measures PDFBibTeX XMLCite \textit{M. Barczy} and \textit{G. Pap}, Publ. Math. Debr. 63, No. 1--2, 221--234 (2003; Zbl 1027.60002)