Invariant diffusion processes under Lie group actions (Q2273743)
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English | Invariant diffusion processes under Lie group actions |
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Invariant diffusion processes under Lie group actions (English)
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18 September 2019
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The invariance under Lie group action is investigated for diffusion processes on manifolds, some equivalent characterizations are adressed. In particular, the invariance under translations in a subspace as well as that under a skew-product are considered.
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diffusion process
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Lie group
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Markov process
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