The symmetry of diffusions and the circulations of their projection processes

DOI10.1007/BF02871835MaRDI QIDQ1286692zbMATH OpenFDO

Authors Gong Guanglu, Minping Qian

Publication date 29 September 1999

Published in Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

Riemannian manifoldprojection processnonexplosive diffusion process

Mathematics Subject Classification ID

Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 750174 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• Entropy production of stationary diffusions on non-compact Riemannian manifolds
• Lectures on diffusion problems and partial differential equations. Notes by Pl. Muthuramalingam, Tara R. Nanda
• Probability Theory and Its Applications in China

Cited in

(3)

• On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
• Cycle symmetry, limit theorems, and fluctuation theorems for diffusion processes on the circle
• Density symmetries for a class of 2-D diffusions with applications to finance

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