Isotropic Lévy processes on Riemannian manifolds.

DOI10.1214/aop/1019160116zbMath1044.60035OpenAlexW2045609222WikidataQ115240756 ScholiaQ115240756MaRDI QIDQ1872508

Anne Estrade, David Applebaum

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160116

zbMATH Keywords

geodesicsRiemannian manifoldsFeller semigroupisotropic Lévy processorthonormal frame bundlebasic vector fieldshorizontal Lévy processinterlacing construction

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites Work

• Stochastic differential equations of jump type on manifolds and Lévy flows
• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• Lévy flows on manifolds and Lévy processes on Lie groups
• Compound Poisson processes and Lévy processes in groups and symmetric spaces
• Sample functions of certain differential processes on symmetric spaces
• Isotropic infinitely divisible measures on symmetric spaces
• Semi-Groups of Measures on Lie Groups
• Géométrie différentielle stochastique avec sauts 1
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