scientific article; zbMATH DE number 1121856
From MaRDI portal
Publication:4379370
Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random operators and equations (aspects of stochastic analysis) (60H25)
Recommendations
Cited in
(16)- Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
- \(s\)-stable laws in insurance and finance and generalization to nilpotent Lie groups
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
- Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus
- scientific article; zbMATH DE number 4215085 (Why is no real title available?)
- Quantum stochastic calculus applied to path spaces over Lie groups
- Malliavin calculus for stable processes on homogeneous groups
- scientific article; zbMATH DE number 1296385 (Why is no real title available?)
- scientific article; zbMATH DE number 647188 (Why is no real title available?)
- A new approach to the group analysis of one-dimensional stochastic differential equations
- scientific article; zbMATH DE number 2169739 (Why is no real title available?)
- The Stochastic Group
- Stochastic geodesics and forward-backward stochastic differential equations on Lie groups
- Random Action of Compact Lie Groups and Minimax Estimation of a Mean Pattern
- The Ito exponential on Lie groups
- On Lie Group Classification of a Scalar Stochastic Differential Equation
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 Q4379370)
