Lévy processes and their subordination in matrix Lie groups

DOI10.1016/J.BULSCI.2006.11.004MaRDI QIDQ2465752zbMATHOpenAlexWikidataFDO

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

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)

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Cited in

(18)

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• Random walks on groups and discrete subordination
• A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces
• Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
• Random transformations and invariance of semimartingales on Lie groups
• scientific article; zbMATH DE number 4115619 (Why is no real title available?)
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• Transition densities and traces for invariant Feller processes on compact symmetric spaces
• Equivalent measure changes for subordinate diffusions
• Aspects of recurrence and transience for Lévy processes in transformation groups and noncompact Riemannian symmetric pairs
• Certain homotopic properties of functors with finite supports
• scientific article; zbMATH DE number 2096697 (Why is no real title available?)
• Weak symmetries of stochastic differential equations driven by semimartingales with jumps
• Matrix Subordinators and Related Upsilon Transformations
• On the subordination of spherically symmetric Lévy processes in Lie groups
• Lévy processes and Fourier analysis on compact Lie groups.
• Brownian windings and subordination in Lie groups

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