Ornstein-Uhlenbeck processes on Lie groups

DOI10.1016/j.jfa.2008.05.004zbMath1151.58018arXiv0711.2419OpenAlexW2007417799WikidataQ56894457 ScholiaQ56894457MaRDI QIDQ941412

Fabrice Baudoin, Josef Teichmann, Martin Hairer

Publication date: 1 September 2008

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.2419

zbMATH Keywords

simulated annealingLie groupspectral gaphypo-eliptic diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Markov semigroups with hypocoercive-type generator in infinite dimensions: ergodicity and smoothing ⋮ Linear and nonlinear dissipative dynamics ⋮ Asymptotics for the heat kernel on H-type groups ⋮ Strong hypercontractivity and logarithmic Sobolev inequalities on stratified complex Lie groups ⋮ Spectral inequalities for operators on \(H\)-type groups ⋮ Ornstein-Uhlenbeck semi-groups on stratified groups ⋮ Ergodicity of Markov semigroups with Hörmander type generators in infinite dimensions ⋮ Pseudo-differential operators and Markov semigroups on compact Lie groups ⋮ Central limit theorems under special relativity

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