Processes With Independent Increments on a Lie Group

DOI10.2307/1997728MaRDI QIDQ4188484zbMATH OpenOpenAlexFDO

Authors Ph. Feinsilver

Publication date 1978

Full work available at URL https://doi.org/10.2307/1997728

zbMATH Keywords

Levy-Khinchin RepresentationMarkov ChainsMarkov ProcessesMartingalesProcesses with Independent Increments

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Markov processes (60J99)

Cites work

• Diffusion processes with continuous coefficients, I
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• On Decomposition Theorems of Meyer.
• Probability distributions on locally compact Abelian groups
• Probability Distributions on Topological Groups
• Quasi-Martingales.
• Semi-Groups of Measures on Lie Groups
• Stochastic Processes with Independent Increments Taking Values in an Abelian Group
• Stochastic processes.

Cited in

(16)

• A decomposition of Markov processes via group actions
• Markov processes invariant under a Lie group action
• Stochastic multiplicative measures, generalized Markov semigroups, and group-valued stochastic processes and fields
• Limits of commutative triangular systems on simply connected step 2- nilpotent Lie groups
• Hemigroups of probability measures on a locally compact group
• Random transformations and invariance of semimartingales on Lie groups
• 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
• Random walks and Lévy processes as rough paths
• A three-series theorem on Lie groups
• scientific article; zbMATH DE number 3872350 (Why is no real title available?)
• Wave noise: A nonlinear analog of the white noise
• Asymptotic properties of convolution operators and limits of triangular arrays on locally compact groups
• Villain action in lattice gauge theory
• Representation and construction of multiplicative noise

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