A family of Markov processes in maximal compact subgroups of a semisimple Lie groups

DOI10.1016/j.spl.2017.03.004zbMath1381.60106OpenAlexW2593691284WikidataQ115341078 ScholiaQ115341078MaRDI QIDQ2405931

Ahmed Arafat, Jorge Mateu, Pablo Gregori

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.004

zbMATH Keywords

Lévy processesLie groupsmarked point processesmartingale measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Analysis on real and complex Lie groups (22E30) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Point processes and queues. Martingale dynamics
• Semi-Groups of Measures on Lie Groups
• David George Kendall and Applied Probability
• Bond Market Structure in the Presence of Marked Point Processes
• An Introduction to the Theory of Point Processes
• Unnamed Item

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