A decomposition of Markov processes via group actions

DOI10.1007/s10959-008-0162-xzbMath1160.60328arXiv1412.7843OpenAlexW1998693907MaRDI QIDQ1014054

Ming Liao

Publication date: 24 April 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.7843

zbMATH Keywords

homogeneous spacesLévy processesLie groupsMarkov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (6)

Reduction and integrability of stochastic dynamical systems ⋮ Inhomogeneous Lévy processes in Lie groups and homogeneous spaces ⋮ \(p\)-adic spherical coordinates and their applications ⋮ Isotropic self-similar Markov processes ⋮ Invariant diffusion processes under Lie group actions ⋮ DECOMPOSITION OF STOCHASTIC FLOWS IN MANIFOLDS WITH COMPLEMENTARY DISTRIBUTIONS

Cites Work

• Semi-Groups of Measures on Lie Groups
• Representation of an isotropic diffusion as a skew product
• Processes With Independent Increments on a Lie Group
• Convolution Hemigroups of Bounded Variation on a Lie Projective Group
• Foundations of Modern Probability
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