Invariant Markov Processes Under Lie Group Actions

DOI10.1007/978-3-319-92324-6MaRDI QIDQ4571794zbMATH OpenOpenAlexFDO

Authors Ming Liao

Publication date 29 June 2018

Full work available at URL https://doi.org/10.1007/978-3-319-92324-6

zbMATH Keywords

homogeneous spacesLie groupsLévy processesLévy-Khinchin formulamartingale representationstochastic differential geometry

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

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Cited in

(20)

• A decomposition of Markov processes via group actions
• Stochastic models, information theory, and Lie groups. Volume I: Classical results and geometric methods
• Lie-Markov models derived from finite semigroups
• Quasigroup actions: Markov chains, pseudoinverses, and linear representations
• L^2 properties of Lévy generators on compact Riemannian manifolds
• Invariant Markov semigroups on quantum homogeneous spaces
• Markov processes with jumps on manifolds and Lie groups
• Does a central limit theorem hold for the \(k\)-skeleton of Poisson hyperplanes in hyperbolic space?
• Markov processes and partial differential equations on a group: the space-homogeneous case
• scientific article; zbMATH DE number 2116093 (Why is no real title available?)
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• Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries
• Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case
• Sub-Feller semigroups generated by pseudodifferential operators on symmetric spaces of noncompact type
• Geometric aspects of Young integral: decomposition of flows
• Transition densities and traces for invariant Feller processes on compact symmetric spaces
• Gaussian generating functionals on easy quantum groups
• Invariant Markov jump processes on compact groups
• The positive maximum principle on symmetric spaces

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