scientific article; zbMATH DE number 140545

MaRDI QIDQ4028972zbMATH OpenFDO

Authors Marc Arnaudon

Publication date 28 March 1993

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__155_0, https://eudml.org/doc/113791

zbMATH Keywords

connectionsLie groupmartingalessemi-martingale

Mathematics Subject Classification ID

Differential geometry of homogeneous manifolds (53C30) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Geometric probability and stochastic geometry (60D05) Generalizations of martingales (60G48)

Recommendations

• scientific article; zbMATH DE number 876699
• Nonstandard construction of Brownian motion and G-martingales on Lie groups
• scientific article; zbMATH DE number 1336709
• Martingale transform and Lévy processes on Lie groups
• A Pluzhnikov's theorem, Brownian motions and martingales in Lie group with skew-symmetric
• Semimartingales with values on groups and Lie algebras
• Moments of Brownian motions on Lie groups
• Martingale characterizations of stochastic processes on compact groups
• On the local and asymptotic behavior of Brownian motion on simply connected nilpotent Lie groups

Cited in

(8)

• Complete lifts of connections and stochastic Jacobi fields
• Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions
• Homogeneous space-valued semi-martingales
• A Pluzhnikov's theorem, Brownian motions and martingales in Lie group with skew-symmetric
• A loop group method for affine harmonic maps into Lie groups
• scientific article; zbMATH DE number 3986262 (Why is no real title available?)
• Nonstandard construction of Brownian motion and G-martingales on Lie groups
• Martingales in reductive homogeneous spaces

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4028972)