Probability on Real Lie Algebras

DOI10.1017/CBO9781316415054MaRDI QIDQ3459222zbMATH OpenOpenAlexFDO

Authors Uwe Franz, Nicolas Privault

Publication date 21 December 2015

Full work available at URL https://doi.org/10.1017/cbo9781316415054

zbMATH Keywords

free Lie algebrasfree Lie superalgebrasidentitiesLie algebrasLévy processesMalliavin calculusphysical applications of random processesprocesses with independent incrementsstochastic calculus of variations

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to nonassociative rings and algebras (17-01) Identities, free Lie (super)algebras (17B01) Lie algebras and Lie superalgebras (17B99) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Other physical applications of random processes (60K40)

Recommendations

• scientific article; zbMATH DE number 874593
• scientific article; zbMATH DE number 5955052
• scientific article; zbMATH DE number 3213202
• scientific article; zbMATH DE number 848113
• scientific article; zbMATH DE number 647188
• Probabilities on Lukasiewicz-Moisil algebras
• On algebras of multidimensional probabilities
• scientific article; zbMATH DE number 2226670
• scientific article; zbMATH DE number 1210311
• scientific article; zbMATH DE number 4022233

Cited in

(9)

• Non-Gaussian Malliavin calculus on real Lie algebras
• On the characteristic function of random variables associated with boson Lie algebras
• scientific article; zbMATH DE number 428367 (Why is no real title available?)
• scientific article; zbMATH DE number 5955052 (Why is no real title available?)
• scientific article; zbMATH DE number 647188 (Why is no real title available?)
• scientific article; zbMATH DE number 782712 (Why is no real title available?)
• *-Lie algebras canonically associated to probability measures on R with all moments
• Stochastic areas, horizontal Brownian motions, and hypoelliptic heat kernels
• Quantum properties of classical Pearson random variables

This page was built for publication: Probability on Real Lie Algebras

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3459222)