Symmetry groups of Markov processes

DOI10.1214/aop/1176989791zbMath0755.60061OpenAlexW2032418727MaRDI QIDQ1196922

Ming Liao

Publication date: 16 January 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989791

zbMATH Keywords

Markov processtime changecompact isometry subgroupgroup of all symmetry transformationsHausdorff state space

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (10)

Adjugate diffusion tensors for geodesic tractography in white matter ⋮ Symmetry of stochastic non-variational differential equations ⋮ Symmetries of stochastic differential equations: A geometric approach ⋮ Symmetries of stochastic differential equations using Girsanov transformations ⋮ Domain and range symmetries of operator fractional Brownian fields ⋮ Exponents, symmetry groups and classification of operator fractional Brownian motions ⋮ A note on symmetries of diffusions within a martingale problem approach ⋮ On drift, diffusion and geometry ⋮ Random transformations and invariance of semimartingales on Lie groups ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations

This page was built for publication: Symmetry groups of Markov processes