Symmetry groups and translation invariant representations of Markov processes

DOI10.1214/aop/1176990441zbMath0732.60079OpenAlexW1964254043MaRDI QIDQ808531

Joseph Glover

Publication date: 1991

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990441

zbMATH Keywords

potential theoryLie groupsMarkov processtopological groupsinvariant processMackey-Weil topology

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (6)

Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Symmetry groups of Markov processes and the diagonal principle ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations

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