Lévy processes on smooth manifolds with a connection

DOI10.1214/21-EJP702zbMath1491.60064arXiv2012.11633OpenAlexW3216283341MaRDI QIDQ2076622

Aleksandar Mijatović, Veno Mramor

Publication date: 22 February 2022

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

Full work available at URL: https://arxiv.org/abs/2012.11633

zbMATH Keywords

linear connectionholonomy bundlehorizontal Lévy processLévy process on a smooth manifoldMarcus stochastic differential equationstochastic anti-developmentstochastic horizontal lift

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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