Markov processes with jumps on manifolds and Lie groups

DOI10.1007/978-3-030-87432-2_2MaRDI QIDQ2107406zbMATH OpenOpenAlexFDO

Authors Ming Liao, David Applebaum

Publication date 1 December 2022

Full work available at URL https://arxiv.org/abs/1909.07861

zbMATH Keywords

Feller processLie groupLévy processmanifoldstochastic differential equationsymmetric space

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Jump processes on general state spaces (60J76)

Abstract: We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courr`{e}ge theorem on Lie groups, and invariant Markov processes on manifolds under both transitive and more general Lie group actions.

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Cited in

(7)

• Markov processes invariant under a Lie group action
• Gradient formulas for jump processes on manifolds
• A family of Markov processes in maximal compact subgroups of a semisimple Lie groups
• Smoothness of the law of manifold-valued Markov processes with jumps
• Markov processes and partial differential equations on a group: the space-homogeneous case
• A family of \(L ^{2}\)-spaces associated to the jumps of a Markov process
• Invariant Markov jump processes on compact groups

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