Invariant diffusion processes under Lie group actions

DOI10.1007/s11425-017-9401-yzbMath1425.58020OpenAlexW2957844839WikidataQ115378043 ScholiaQ115378043MaRDI QIDQ2273743

Ming Liao

Publication date: 18 September 2019

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-017-9401-y

zbMATH Keywords

Lie groupdiffusion processMarkov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (1)

Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries

Cites Work

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• Representation of an isotropic diffusion as a skew product
• Differential Topology
• Processes With Independent Increments on a Lie Group

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