Invariant diffusion processes under Lie group actions (Q2273743): Difference between revisions

The invariance under Lie group action is investigated for diffusion processes on manifolds, some equivalent characterizations are adressed. In particular, the invariance under translations in a subspace as well as that under a skew-product are considered.

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reviewed by

Feng-Yu Wang

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zbMATH Keywords

diffusion process

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Lie group

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Markov process

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s11425-017-9401-y

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cites work

Lévy flows on manifolds and Lévy processes on Lie groups

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An explicit Lévy-Hinčin formula for convolution semigroups on locally compact groups

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Q4269110

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Q3969657

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Transformation groups

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When do skew-products exist?

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Processes With Independent Increments on a Lie Group

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Representation of an isotropic diffusion as a skew product

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Q3897665

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Q4153376

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Differential Topology

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Semi-Groups of Measures on Lie Groups

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A decomposition of Markov processes via group actions

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Inhomogeneous Lévy processes in Lie groups and homogeneous spaces

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Q5585820

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Q3803875

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Q4054420

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Identifiers

zbMATH Open document ID

1425.58020

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DOI

10.1007/s11425-017-9401-y

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2273743

@@ Property / cites work @@
+Lévy flows on manifolds and Lévy processes on Lie groups
+Normal rank
@@ Property / cites work @@
+An explicit Lévy-Hinčin formula for convolution semigroups on locally compact groups
+Normal rank
@@ Property / cites work @@
+Q4269110
@@ Property / cites work: Q4269110 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3969657
@@ Property / cites work: Q3969657 / rank @@
+Normal rank
@@ Property / cites work @@
+Transformation groups
@@ Property / cites work: Transformation groups / rank @@
+Normal rank
@@ Property / cites work @@
+When do skew-products exist?
@@ Property / cites work: When do skew-products exist? / rank @@
+Normal rank
@@ Property / cites work @@
+Processes With Independent Increments on a Lie Group
+Normal rank
@@ Property / cites work @@
+Representation of an isotropic diffusion as a skew product
+Normal rank
@@ Property / cites work @@
+Q3897665
@@ Property / cites work: Q3897665 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4153376
@@ Property / cites work: Q4153376 / rank @@
+Normal rank
@@ Property / cites work @@
+Differential Topology
@@ Property / cites work: Differential Topology / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Groups of Measures on Lie Groups
@@ Property / cites work: Semi-Groups of Measures on Lie Groups / rank @@
+Normal rank
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@@ Property / cites work @@
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+Normal rank
@@ Property / cites work @@
+Q4827401
@@ Property / cites work: Q4827401 / rank @@
+Normal rank
@@ Property / cites work @@
+A decomposition of Markov processes via group actions
+Normal rank
@@ Property / cites work @@
+Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
+Normal rank
@@ Property / cites work @@
+Q5585820
@@ Property / cites work: Q5585820 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3803875
@@ Property / cites work: Q3803875 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4054420
@@ Property / cites work: Q4054420 / rank @@
+Normal rank