Homogeneous space-valued semi-martingales

zbMath0779.60045MaRDI QIDQ2368147

Marc Arnaudon

Publication date: 19 January 1994

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_2_269_0

zbMATH Keywords

homogeneous spacesBrownian motionLie algebraLie groupsemi-martingale

Mathematics Subject Classification ID

Differential geometry of homogeneous manifolds (53C30) Generalizations of martingales (60G48) Differential geometry of symmetric spaces (53C35)

Related Items (4)

Homogenisation on homogeneous spaces ⋮ Projections of regularized Brownian motions by the action of a Hilbertian Lie group ⋮ Warped Riemannian Metrics for Location-Scale Models ⋮ Laplace's method for iterated complex Brownian integrals

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