Symmetry groups of Markov processes

DOI10.1214/AOP/1176989791zbMath0755.60061OpenAlexW2032418727MaRDI QIDQ1196922

Ming Liao

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1214/aop/1176989791

zbMATH Keywords

Markov processtime changecompact isometry subgroupgroup of all symmetry transformationsHausdorff state space

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Diffusion processes and stochastic analysis on manifolds (58J65)

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Adjugate diffusion tensors for geodesic tractography in white matter ⋮ Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ On drift, diffusion and geometry ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations

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