Lévy processes and their subordination in matrix Lie groups

DOI10.1016/J.BULSCI.2006.11.004zbMATH Open1140.60006OpenAlexW2068875918WikidataQ115359995 ScholiaQ115359995MaRDI QIDQ2465752FDOQ2465752

Authors: Maria Gordina, S. Albeverio 

Publication date: 8 January 2008

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2006.11.004

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zbMATH Keywords

SubordinationMatrix Lie GroupsSpherically symmetric processesLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Measures on groups and semigroups, etc. (43A05) Analysis on other specific Lie groups (43A80)

Cites Work

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Cited In (18)

• Matrix Subordinators and Related Upsilon Transformations
• Certain homotopic properties of functors with finite supports
• Aspects of recurrence and transience for Lévy processes in transformation groups and noncompact Riemannian symmetric pairs
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
• Title not available (Why is that?)
• Random transformations and invariance of semimartingales on Lie groups
• Equivalent measure changes for subordinate diffusions
• Weak symmetries of stochastic differential equations driven by semimartingales with jumps
• Brownian motion and Lévy processes on locally compact groups
• Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random walks on groups and discrete subordination
• On the subordination of spherically symmetric Lévy processes in Lie groups
• Brownian windings and subordination in Lie groups
• Transition densities and traces for invariant Feller processes on compact symmetric spaces
• Title not available (Why is that?)
• Lévy processes and Fourier analysis on compact Lie groups.

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