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The Ito exponential on Lie groups - MaRDI portal

The Ito exponential on Lie groups (Q5400703)

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scientific article; zbMATH DE number 6268661
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English
The Ito exponential on Lie groups
scientific article; zbMATH DE number 6268661

    Statements

    title
    The Ito exponential on Lie groups (English)
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    publication date
    12 March 2014
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    zbMATH Keywords
    Lie groups
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    exponential map
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    martingales
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    Campbell-Hausdorff formula
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    stochastic analysis on manifolds
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    Identifiers

    Mathematics Subject Classification ID
    22E99
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    53C43
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    58E20
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    58J65
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    60H30
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    60G46
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    zbMATH DE Number
    6268661
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    OpenAlex ID
    W2963933654
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    arXiv ID
    1106.5637
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    Wikidata QID
    Q115239354
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