Invariant Markov Processes Under Lie Group Actions

DOI10.1007/978-3-319-92324-6zbMath1460.60001OpenAlexW2809731137MaRDI QIDQ4571794

Ming Liao

Publication date: 29 June 2018

Full work available at URL: https://doi.org/10.1007/978-3-319-92324-6

zbMATH Keywords

homogeneous spacesLévy processesLie groupsmartingale representationstochastic differential geometryLévy-Khinchin formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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