Random transformations and invariance of semimartingales on Lie groups (Q2022313): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / arXiv ID
 
Property / arXiv ID: 1812.11066 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q115235770 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic geometric mechanics. CIB, Lausanne, Switzerland, January--June 2015 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak symmetries of stochastic differential equations driven by semimartingales with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry, Integrable Chain Models and Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy processes and their subordination in matrix Lie groups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic parallel transport along Lévy flows of diffeomorphisms / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Isotropic Lévy processes on Riemannian manifolds. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Integration with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4508327 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4854285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Géométrie différentielle stochastique avec sauts 1 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reduction and reconstruction of stochastic differential equations via symmetries / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetries of stochastic differential equations: A geometric approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on symmetries of diffusions within a martingale problem approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetries of stochastic differential equations using Girsanov transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Iterated Random Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3660553 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus in manifolds. With an appendix by P.A. Meyer / rank
 
Normal rank
Property / cites work
 
Property / cites work: Processes With Independent Increments on a Lie Group / rank
 
Normal rank
Property / cites work
 
Property / cites work: General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough paths with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: CANONICAL SDE'S BASED ON SEMIMARTINGALES WITH SPATIAL PARAMETERS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4314632 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry and integrability for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Isotropic infinitely divisible measures on symmetric spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry groups and translation invariant representations of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetries and functions of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4134602 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3408353 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3393086 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Groups of Measures on Lie Groups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4778955 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic Symmetries and Invariance Principles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3910361 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5700325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stratonovich stochastic differential equations driven by general semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Symmetry groups of Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4827401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inhomogeneous Lévy processes in Lie groups and homogeneous spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5271625 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and approximation of stochastic differential equations driven by semimartingales<sup>†</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conserved quantities and symmetry for stochastic dynamical systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4273954 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5849795 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance of Poisson measures under random transformations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4692893 / rank
 
Normal rank

Latest revision as of 15:00, 25 July 2024

scientific article
Language Label Description Also known as
English
Random transformations and invariance of semimartingales on Lie groups
scientific article

    Statements

    Random transformations and invariance of semimartingales on Lie groups (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    28 April 2021
    0 references
    semimartingale with jumps on Lie groups
    0 references
    stochastic processes on manifolds
    0 references
    invariance with respect to random transformations
    0 references
    stochastic characteristics of semimartingales
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers