Semimartingales with values on groups and Lie algebras

DOI10.1007/BF01060983zbMath0807.60047WikidataQ115394474 ScholiaQ115394474MaRDI QIDQ1332051

L. V. Koval'chuk

Publication date: 20 September 1994

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Lie groupsLie algebrassemimartingaleprocesses with independent incrementsmultiplicative processmultiplicative increments

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Cites Work

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• Certain homotopic properties of functors with finite supports

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