Operator-valued stochastic differential equations arising from unitary group representations

DOI10.1023/A:1007816930696zbMath0979.60059MaRDI QIDQ5937296

David Applebaum

Publication date: 3 February 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationgroup representation

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items (4)

Lévy processes, pseudo-differential operators and Dirichlet forms in the Heisenberg group ⋮ Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Markov processes with jumps on manifolds and Lie groups

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