Invariant Markov processes under actions of Lie groups

DOI10.1360/N012017-00234MaRDI QIDQ5064074zbMATH OpenOpenAlexWikidataFDO

Authors Ming Liao

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012017-00234

zbMATH Keywords

homogeneous spaceinvariant Markov processLie group

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• Markov processes invariant under a Lie group action
• A decomposition of Markov processes via group actions
• Invariant Markov Processes Under Lie Group Actions
• Invariant diffusion processes under Lie group actions
• Inhomogeneous Lévy processes in Lie groups and homogeneous spaces

Cited in

(15)

• A decomposition of Markov processes via group actions
• Markov processes invariant under a Lie group action
• Some bivariate stochastic models arising from group representation theory
• Lie-Markov models derived from finite semigroups
• Quasigroup actions: Markov chains, pseudoinverses, and linear representations
• Markov processes with jumps on manifolds and Lie groups
• Inhomogeneous Lévy processes in Lie groups and homogeneous spaces
• Invariant diffusion processes under Lie group actions
• A family of Markov processes in maximal compact subgroups of a semisimple Lie groups
• The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
• Invariant Markov processes on compact groups and correlation functions
• Markov processes and partial differential equations on a group: the space-homogeneous case
• Invariant Markov Processes Under Lie Group Actions
• scientific article; zbMATH DE number 7064635 (Why is no real title available?)
• Invariant Markov jump processes on compact groups

This page was built for publication: Invariant Markov processes under actions of Lie groups

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5064074)