The Brownian Motion and the Canonical Stochastic Flow on a Symmetric Space

DOI10.2307/2154622MaRDI QIDQ4286441zbMATH OpenOpenAlexFDO

Authors Ming Liao

Publication date 27 March 1994

Full work available at URL https://doi.org/10.2307/2154622

zbMATH Keywords

Brownian motionstochastic flow

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Recommendations

• Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates
• Brownian motion and the heat semigroup on the path space of a compact Lie group
• scientific article; zbMATH DE number 4076131
• A probabilistic approach to heat diffusion on symmetric spaces
• scientific article; zbMATH DE number 65712

Cites work

• scientific article; zbMATH DE number 3864136 (Why is no real title available?)
• scientific article; zbMATH DE number 3705455 (Why is no real title available?)
• scientific article; zbMATH DE number 3707537 (Why is no real title available?)
• scientific article; zbMATH DE number 3456085 (Why is no real title available?)
• scientific article; zbMATH DE number 3484992 (Why is no real title available?)
• scientific article; zbMATH DE number 3366270 (Why is no real title available?)
• Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
• Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates
• Brownian Motions of Ellipsoids
• Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow
• Stochastic flows on the boundaries of lie groups

Cited in

(14)

• The cut-off phenomenon for Brownian motions on compact symmetric spaces
• Stochastic flows on the boundaries of \(\text{SL}(n,\mathbb{R})\)
• Stochastic flows on the boundaries of lie groups
• scientific article; zbMATH DE number 65712 (Why is no real title available?)
• Canonical Brownian motion on the diffeomorphism group of the circle
• Brownian motion on foliations: Entropy, invariant measures, mixing
• A Pluzhnikov's theorem, Brownian motions and martingales in Lie group with skew-symmetric
• A basic estimate for two-dimensional stochastic holonomy along Brownian bridges
• scientific article; zbMATH DE number 4076131 (Why is no real title available?)
• Minimal Functions, Martingales, and Brownian Motion on a Noncompact Symmetric Space
• COVER OF THE BROWNIAN BRIDGE AND STOCHASTIC SYMPLECTIC ACTION
• Superprocesses of stochastic flows
• scientific article; zbMATH DE number 6989211 (Why is no real title available?)
• Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates

This page was built for publication: The Brownian Motion and the Canonical Stochastic Flow on a Symmetric Space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4286441)