Probability on Real Lie Algebras
DOI10.1017/CBO9781316415054zbMATH Open1380.60003OpenAlexW2254752557MaRDI QIDQ3459222
Publication date: 21 December 2015
Full work available at URL: https://doi.org/10.1017/cbo9781316415054
identitiesLรฉvy processesMalliavin calculusLie algebrasfree Lie algebrasstochastic calculus of variationsprocesses with independent incrementsfree Lie superalgebrasphysical applications of random processes
Processes with independent increments; Lรฉvy processes (60G51) Other physical applications of random processes (60K40) Identities, free Lie (super)algebras (17B01) Stochastic calculus of variations and the Malliavin calculus (60H07) Lie algebras and Lie superalgebras (17B99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to nonassociative rings and algebras (17-01)
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