Random transformations and invariance of semimartingales on Lie groups

DOI10.1515/rose-2020-2052zbMath1470.60145arXiv1812.11066OpenAlexW3125884140WikidataQ115235770 ScholiaQ115235770MaRDI QIDQ2022313

Paola Morando, Francesco C. De Vecchi, Stefania Ugolini, 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

zbMATH Keywords

stochastic processes on manifoldsinvariance with respect to random transformationssemimartingale with jumps on Lie groupsstochastic characteristics of semimartingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Analysis on real and complex Lie groups (22E30)

Related Items

Weak symmetries of stochastic differential equations driven by semimartingales with jumps, Some recent developments on Lie symmetry analysis of stochastic differential equations, Markov processes with jumps on manifolds and Lie groups, Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

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