Random transformations and invariance of semimartingales on Lie groups
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Publication:2022313
DOI10.1515/rose-2020-2052zbMath1470.60145arXiv1812.11066WikidataQ115235770 ScholiaQ115235770MaRDI QIDQ2022313
Paola Morando, Stefania Ugolini, Francesco C. De Vecchi, Sergio A. Albeverio
Publication date: 28 April 2021
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1812.11066
stochastic processes on manifolds; invariance with respect to random transformations; semimartingale with jumps on Lie groups; stochastic characteristics of semimartingales
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
22E30: Analysis on real and complex Lie groups