Invariant diffusion processes under Lie group actions

被引:2
|
作者
Liao, Ming [1 ]
机构
[1] Auburn Univ, Dept Math & Stat, Auburn, AL 36849 USA
关键词
diffusion process; Lie group; Markov process; LEVY PROCESSES;
D O I
10.1007/s11425-017-9401-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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
收藏
页码:1493 / 1510
页数:18
相关论文
共 50 条