Markov processes invariant under a Lie group action

DOI10.1016/j.spa.2008.07.001zbMath1161.60327OpenAlexW2011800900WikidataQ115341173 ScholiaQ115341173MaRDI QIDQ1016618

Ming Liao

Publication date: 6 May 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2008.07.001

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)

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Weak symmetries of stochastic differential equations driven by semimartingales with jumps ⋮ DECOMPOSITION OF STOCHASTIC FLOWS IN MANIFOLDS WITH COMPLEMENTARY DISTRIBUTIONS ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations

Cites Work

• Compound Poisson processes and Lévy processes in groups and symmetric spaces
• Semi-Groups of Measures on Lie Groups
• Processes With Independent Increments on a Lie Group
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