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Ornstein-Uhlenbeck processes on Lie groups - MaRDI portal

Ornstein-Uhlenbeck processes on Lie groups (Q941412)

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Ornstein-Uhlenbeck processes on Lie groups
scientific article

    Statements

    title
    Ornstein-Uhlenbeck processes on Lie groups (English)
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    author
    Fabrice Baudoin
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    Josef Teichmann
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    Martin Hairer
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    publication date
    1 September 2008
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    zbMATH Keywords
    Lie group
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    hypo-eliptic diffusion
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    spectral gap
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    simulated annealing
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    Identifiers

    Mathematics Subject Classification ID
    58J65
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    35R60
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    60H10
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    60J60
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    zbMATH DE Number
    5318653
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    OpenAlex ID
    W2007417799
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    Wikidata QID
    Q56894457
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    arXiv ID
    0711.2419
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