Asymptotic behavior of the invariant measure for a diffusion related to an NA group

DOI10.4064/CM104-2-6zbMATH Open1087.22006OpenAlexW2044713529MaRDI QIDQ3375475FDOQ3375475

Andrzej Hulanicki, Ewa Damek

Publication date: 14 March 2006

Published in: Colloquium Mathematicum (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/cm104-2-6

zbMATH Keywords

invariant measureheat semigroupnilpotent Lie groupsubelliptic operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Nilpotent and solvable Lie groups (22E25) Analysis on real and complex Lie groups (22E30) Analysis on other specific Lie groups (43A80) Boundary behavior of harmonic functions in higher dimensions (31B25)

Cited In (7)

• On the small time asymptotics of diffusion processes on path groups
• On invariant measures of stochastic recursions in a critical case
• Estimates for the derivatives of the Poisson kernel on nilpotent meta-abelian groups
• Diffusion processes on solvable groups of upper triangular \(2\times 2\) matrices and their approximation
• On the invariant measure of the random difference equation \(X_{n} = a_{n}x_{n - 1} + b_{n}\) in the critical case
• Asymptotic Behavior of Poisson Kernels on NA Groups
• Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

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