Brownian motions in a Lie group

DOI10.3792/PJA/1195571633zbMath0041.45703OpenAlexW2090455737WikidataQ115219996 ScholiaQ115219996MaRDI QIDQ5802541

Kiyosi Itô

Publication date: 1950

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195571633

zbMATH Keywords

Probability theory

Related Items (20)

Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields ⋮ On left invariant Brownian motions and heat kernels of nilpotent Lie groups ⋮ The \(\mathrm{Sine}_{\beta}\) operator ⋮ Semiparametric estimation of shifts on compact Lie groups for image registration ⋮ Holomorphic functions and the Itô chaos ⋮ Geometry and multiple direction estimation ⋮ Quantum Brownian motion on non-commutative manifolds: Construction, deformation and exit times ⋮ A classification of the second order degenerate elliptic operators and its probabilistic characterization ⋮ Integration on loop groups. II: Heat equation for the Wiener measure ⋮ Integrals devised for special purposes ⋮ Asymptotic Properties of Maximum Likelihood Estimation: Parameterized Diffusion in a Manifold ⋮ Weyl's character formula for non-connected Lie groups and orbital theory for twisted affine Lie algebras ⋮ Diffusion and Brownian Motion on Infinite-Dimensional Manifolds ⋮ Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane ⋮ Signal detection for bilinear systems ⋮ Dip-ramp-plateau for Dyson Brownian motion from the identity on \(U(N)\) ⋮ Geometric Euler--Maruyama Schemes for Stochastic Differential Equations in SO(n) and SE(n) ⋮ On a Certain Class of Semigroups of Operators ⋮ Orbital theory for affine Lie algebras ⋮ Compact symmetry groups and generators for sub-Markovian semigroups

Cites Work

• Unnamed Item
• Zur Theorie der stetigen zufälligen Prozesse
• Zur Theorie der stochastischen Prozesse. (Existenz- und Eindeutigkeitssätze.)
• Asymptotische Gesetƶe der Wahrscheinlichkeitsrechnung
• L'addition des variables aléatoires définies sur une circonférence
• Stochastic Differential Equations in a Differentiable Manifold

This page was built for publication: Brownian motions in a Lie group