Brownian motions in a Lie group

DOI10.3792/pja/1195571633zbMath0041.45703WikidataQ115219996 ScholiaQ115219996MaRDI QIDQ5802541

Kiyosi Itô

Publication date: 1950

Published in: Proceedings of the Japan Academy, Series A, Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3792/pja/1195571633

zbMATH Keywords

Probability theory

Related Items

Integrals devised for special purposes, Weyl's character formula for non-connected Lie groups and orbital theory for twisted affine Lie algebras, Diffusion and Brownian Motion on Infinite-Dimensional Manifolds, Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane, Orbital theory for affine Lie algebras, Geometry and multiple direction estimation, Integration on loop groups. II: Heat equation for the Wiener measure, Signal detection for bilinear systems, Compact symmetry groups and generators for sub-Markovian semigroups, A classification of the second order degenerate elliptic operators and its probabilistic characterization

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