The Positive Maximum Principle on Lie Groups

Abstract

We extend a classical theorem of Courr\`{e}ge to Lie groups in a global setting, thus characterising all linear operators on the space of smooth functions of compact support that satisfy the positive maximum principle. We show that these are L\'{e}vy type operators (with variable characteristics), and pseudo--differential operators when the group is compact. If the characteristics are constant, then the operator is the generator of the contraction semigroup associated to a convolution semigroup of sub--probability measures.