Brownian motion parametrized with metric space of constant curvature

DOI10.1017/S0027763000019322zbMath0483.60008OpenAlexW1536404410MaRDI QIDQ3942111

Shigeo Takenaka, Hajime Urakawa, Izumi Kubo

Publication date: 1981

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000019322

zbMATH Keywords

Markov propertytime parameterBrownian motion with metric-spacewhite-noise measure

Mathematics Subject Classification ID

Random fields (60G60) Hyperbolic and elliptic geometries (general) and generalizations (51M10) Diffusion processes and stochastic analysis on manifolds (58J65) Probability theory on algebraic and topological structures (60B99)

Related Items (8)

Generalized Radon Transform and Lévy’s Brownian Motion, I ⋮ Generalized Radon Transform and Lévy’s Brownian Motion, II ⋮ Representation of Euclidean Random Field ⋮ Representation of Gaussian isotropic spin random fields ⋮ Ball throwing on spheres ⋮ Lévy’s Brownian motion; Total positivity structure of M(t)-process and deterministic character ⋮ A fractional Brownian field indexed by \(L^2\) and a varying Hurst parameter ⋮ Stable processes with stationary increments parameterized by metric spaces

Cites Work

• Canonical representations of Gaussian processes and their applications
• On projective invariance of multi-parameter Brownian motion

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