Homogeneous space-valued semi-martingales

zbMATH Open0779.60045MaRDI QIDQ2368147FDOQ2368147

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

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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)

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
• Title not available (Why is that?)
• Homogenisation on homogeneous spaces
• Nonstandard construction of Brownian motion and \(G\)-martingales on Lie groups
• Projections of regularized Brownian motions by the action of a Hilbertian Lie group
• Title not available (Why is that?)
• Martingales in reductive homogeneous spaces

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