The Ito exponential on Lie groups

DOI10.12988/ijcms.2013.13033zbMath1288.22015arXiv1106.5637OpenAlexW2963933654WikidataQ115239354 ScholiaQ115239354MaRDI QIDQ5400703

Simão N. Stelmastchuk

Publication date: 12 March 2014

Published in: International Journal of Contemporary Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5637

zbMATH Keywords

martingalesLie groupsexponential mapstochastic analysis on manifoldsCampbell-Hausdorff formula

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes and stochastic analysis on manifolds (58J65) Differential geometric aspects of harmonic maps (53C43) Harmonic maps, etc. (58E20) Lie groups (22E99) Martingales and classical analysis (60G46)

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