Lévy flows on manifolds and Lévy processes on Lie groups

DOI10.1215/kjm/1250519132zbMath0804.58057OpenAlexW2224043109WikidataQ115240417 ScholiaQ115240417MaRDI QIDQ1326741

David Applebaum, Hiroshi Kunita

Publication date: 8 June 1994

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519132

zbMATH Keywords

stochastic differential equationLévy processstochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (26)

Isotropic Lévy processes on Riemannian manifolds. ⋮ The generalized master fields ⋮ Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. ⋮ Levy flows on manifolds and operator algebras ⋮ DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS ⋮ Matricial model for the free multiplicative convolution ⋮ Stochastic parallel transport along Lévy flows of diffeomorphisms ⋮ Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group ⋮ Spectral families of quantum stochastic integrals ⋮ Multifractal vector fields and stochastic Clifford algebra ⋮ Lévy flows and associated stochastic PDEs ⋮ Long time behavior of jump-diffusion processes on Riemannian manifolds ⋮ Smoothness of the law of manifold-valued Markov processes with jumps ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ Lévy processes and their subordination in matrix Lie groups ⋮ Gradient formulas for jump processes on manifolds ⋮ Lévy processes in semisimple Lie groups and stability of stochastic flows ⋮ Order statistics and region-based evolutionary computation ⋮ Ergodicity of Lévy flows ⋮ Invariant diffusion processes under Lie group actions ⋮ Where does randomness lead in spacetime? ⋮ Lévy processes on smooth manifolds with a connection ⋮ Ergodicity of homogeneous Brownian flows. ⋮ Multiple points of dilation-stable Lévy processes ⋮ Markov processes with jumps on manifolds and Lie groups ⋮ Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces

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