Invariant diffusion processes under Lie group actions

被引：0

作者：

Ming Liao ^{[1
]}

机构：

[1] Department of Mathematics and Statistics,Auburn University

来源：

Science China Mathematics | 2019年 / 62卷 / 08期

关键词：

diffusion process; Lie group; Markov process;

D O I：

暂无

中图分类号：

TQ021.4 [扩散、传质过程及原理];

学科分类号：

081701 ; 081704 ;

摘要：

We study a decomposition of a diffusion process in a manifold that is invariant under the action of a Lie group. As applications, we consider a diffusion process in a Euclidean space that is invariant under translations in a subspace, and a skew-product in a general setting.

引用

页码：1493 / 1510

页数：18

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