Homogeneous space-valued semi-martingales

MaRDI QIDQ2368147zbMATH OpenFDO

Authors Marc Arnaudon

Publication date 19 January 1994

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1993__29_2_269_0, https://eudml.org/doc/77457

zbMATH Keywords

Brownian motionhomogeneous spacesLie algebraLie groupsemi-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Differential geometry of homogeneous manifolds (53C30) Differential geometry of symmetric spaces (53C35)

Recommendations

• scientific article; zbMATH DE number 1336709
• Semimartingales with values on groups and Lie algebras
• scientific article; zbMATH DE number 140545

Cited in

(9)

• Laplace's method for iterated complex Brownian integrals
• Warped Riemannian metrics for location-scale models
• Domains of attraction for semi-martingales taking values in the tempered distributions space
• scientific article; zbMATH DE number 3897892 (Why is no real title available?)
• Homogenisation on homogeneous spaces
• Projections of regularized Brownian motions by the action of a Hilbertian Lie group
• Nonstandard construction of Brownian motion and \(G\)-martingales on Lie groups
• scientific article; zbMATH DE number 3986262 (Why is no real title available?)
• Martingales in reductive homogeneous spaces

This page was built for publication: Homogeneous space-valued semi-martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2368147)