Inhomogeneous Lévy processes in Lie groups and homogeneous spaces

DOI10.1007/S10959-012-0415-6zbMath1302.60075arXiv1412.7836OpenAlexW2126097929WikidataQ115382048 ScholiaQ115382048MaRDI QIDQ2248926

Ming Liao

Publication date: 27 June 2014

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

Full work available at URL: https://arxiv.org/abs/1412.7836

zbMATH Keywords

homogeneous spacesLévy processesLie groupsLévy-Khinchin formula

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (3)

A three-series theorem on Lie groups ⋮ Invariant diffusion processes under Lie group actions ⋮ Random transformations and invariance of semimartingales on Lie groups

Cites Work

• A decomposition of Markov processes via group actions
• Semi-Groups of Measures on Lie Groups
• Processes With Independent Increments on a Lie Group
• Foundations of Modern Probability
• MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP
• GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP
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