Stochastic differential equations for Lie group valued moment maps
DOI10.1214/21-ECP427zbMath1492.37056arXiv1904.06758OpenAlexW2935804003WikidataQ115240780 ScholiaQ115240780MaRDI QIDQ2078243
Daria Smirnova, Elizaveta Arzhakova, Anton Yu. Alekseev
Publication date: 28 February 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.06758
Brownian motion (60J65) Analysis on real and complex Lie groups (22E30) Poisson manifolds; Poisson groupoids and algebroids (53D17) Diffusion processes and stochastic analysis on manifolds (58J65) Generation, random and stochastic difference and differential equations (37H10) Symmetries, Lie group and Lie algebra methods for problems in mechanics (70G65)
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