Lévy processes in stochastic differential geometry (Q2738726)
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scientific article; zbMATH DE number 1639851
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| English | Lévy processes in stochastic differential geometry |
scientific article; zbMATH DE number 1639851 |
Statements
12 September 2001
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Lévy processes
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Lie group
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symmetric spaces
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Riemannian manifolds
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0.841259241104126
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0.8257266879081726
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0.806994616985321
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0.8069944977760315
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Lévy processes in stochastic differential geometry (English)
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The author surveys constructions of Lévy processes in Lie groups, symmetric spaces and Riemannian manifolds. Instead Fourier analytic techniques (not available in these structures) the processes are studied using the generator of the associated semigroup or by stochastic differential equations. Several related open problems have been mentioned. For the entire collection see [Zbl 0961.00012].
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