Multiplicative Symmetry Groups of Markov Processes

DOI10.1007/978-1-4684-0562-0_9zbMath0744.60088OpenAlexW2169134810MaRDI QIDQ3972794

Joseph Glover, Renming Song

Publication date: 26 June 1992

Published in: Seminar on Stochastic Processes, 1990 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4684-0562-0_9

zbMATH Keywords

Girsanov transformationmultiplicative functionalmultiplicative symmetrysymmetry groups for Markov processes

Mathematics Subject Classification ID

Markov processes (60J99) Multiplicative functionals and Markov processes (60J57) Right processes (60J40)

Related Items (2)

Symmetries and functions of Markov processes ⋮ Symmetry groups and translation invariant representations of Markov processes

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