Isotropic Lévy processes on Riemannian manifolds.

DOI10.1214/AOP/1019160116zbMATH Open1044.60035OpenAlexW2045609222WikidataQ115240756 ScholiaQ115240756MaRDI QIDQ1872508FDOQ1872508

Authors: David Applebaum, Anne Estrade 

Publication date: 6 May 2003

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

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160116

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zbMATH Keywords

Riemannian manifoldsgeodesicsFeller semigrouporthonormal frame bundlebasic vector fieldsinterlacing constructionisotropic Lévy processhorizontal Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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Cited In (15)

• Lévy processes on smooth manifolds with a connection
• Some \(L^{2}\) properties of semigroups of measures on Lie groups
• Wasserstein distance on solutions to stochastic differential equations with jumps
• Geometric aspects of Young integral: decomposition of flows
• Markov processes with jumps on manifolds and Lie groups
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
• Ergodicity of Lévy flows
• Random transformations and invariance of semimartingales on Lie groups
• \(L^2\) properties of Lévy generators on compact Riemannian manifolds
• A microlocal analysis of the Lévy generator with conjugate points
• Long time behavior of jump-diffusion processes on Riemannian manifolds
• Harnack inequality for nonlocal operators on manifolds with nonnegative curvature
• Smoothness of the law of manifold-valued Markov processes with jumps
• Gradient formulas for jump processes on manifolds
• MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022

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