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

来源：

SCIENCE CHINA-MATHEMATICS | 2019年 / 62卷 / 08期

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

页码：1493 / 1510

页数：18

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