DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS

DOI10.1142/S0219493702000285MaRDI QIDQ4546192zbMATH OpenOpenAlexWikidataFDO

Authors Ming Liao

Publication date 19 August 2002

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493702000285

zbMATH Keywords

Lyapunov exponentstable manifoldstochastic flowLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Dynamical aspects of statistical mechanics (37A60) Diffusion processes and stochastic analysis on manifolds (58J65)

Recommendations

• Stable manifolds for stochastic flows induced by Lévy processes on Lie groups
• Stochastic flows on the boundaries of lie groups
• Lévy processes in semisimple Lie groups and stability of stochastic flows
• scientific article; zbMATH DE number 721929
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Cites work

• Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
• Flows of stochastic dynamical systems: ergodic theory
• Lévy flows on manifolds and Lévy processes on Lie groups
• Lévy processes in semisimple Lie groups and stability of stochastic flows
• Stable manifolds for stochastic flows induced by Lévy processes on Lie groups

Cited in

(8)

• Non-Markovian Lévy dynamics and the effect of the underlying time correlation
• scientific article; zbMATH DE number 774067 (Why is no real title available?)
• Lyapunov spectrum of a relativistic stochastic flow in the Poincaré group
• Determinism of Lévy random fields and unitary representations of infinite-dimensional groups
• scientific article; zbMATH DE number 2160598 (Why is no real title available?)
• scientific article; zbMATH DE number 2116093 (Why is no real title available?)
• Lévy processes and Fourier analysis on compact Lie groups.
• Lévy flows on manifolds and Lévy processes on Lie groups

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