LIMITING PROPERTIES OF LÉVY PROCESSES IN SYMMETRIC SPACES OF NONCOMPACT TYPE

DOI10.1142/S0219493712500013zbMath1255.60075OpenAlexW1982435819MaRDI QIDQ3144361

Ming Liao, Longmin Wang

Publication date: 7 December 2012

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493712500013

zbMATH Keywords

Lévy processessymmetric spaces

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (2)

Weight distribution of Iwasawa projection ⋮ Lyapunov spectrum of a relativistic stochastic flow in the Poincaré group

Cites Work

• Asymptotic finite propagation speed for heat diffusion on certain Riemannian manifolds
• A probabilistic approach to heat diffusion on symmetric spaces
• Average under the Iwasawa transformation
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