scientific article; zbMATH DE number 1303354
The purpose of this article is to survey some recent identifications of the symmetries in Markov process theory. These lead to two interesting applications. The first is the construction of Markov functions. A Markov function \(\psi\) of a Markov process \(X_t\) is a function on the state space \(E\) with the property that \(\psi(X_t)\) is a Markov process as well. In general, functions do not satisfy this property, unless they are injections. The second application is concerned with the recognition of a Markov process as a modification of a Lévy process. This becomes an interesting question especially when there is no group structure on the state space. For the entire collection see [Zbl 0905.00067].
- Symmetry groups of Markov processes
- scientific article; zbMATH DE number 778015
- Symmetry groups and translation invariant representations of Markov processes
- Multiplicative Symmetry Groups of Markov Processes
- Symmetry groups of Markov processes and the diagonal principle
- Symmetries and functions of Markov processes
- Symmetrizations for Markov processes
- Some recent developments on Lie symmetry analysis of stochastic differential equations
- Multiplicative Symmetry Groups of Markov Processes
- Potential densities of symmetric Lévy processes
- scientific article; zbMATH DE number 778015 (Why is no real title available?)
- Markov functions
- Symmetries and functions of Markov processes
- Symmetry groups and translation invariant representations of Markov processes
- Symmetries of excessive measures of Markov processes
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