Inhomogeneous Lévy Processes in Lie Groups and Homogeneous Spaces

Author:

Liao Ming

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference14 articles.

1. Applebaum, D., Kunita, H.: Lévy flows on manifolds and Lévy processes on Lie groups. J. Math. Kyoto Univ. 33, 1105–1125 (1993)

2. Ethier, S.N., Kurtz, T.G.: Markov processes, characterization and convergence. Wiley, New York (1986)

3. Feinsilver, P.: Processes with independent increments on a Lie group. Trans. Am. Math. Soc. 242, 73–121 (1978)

4. Helgason, S.: Differential geometry, Lie groups, and symmetric spaces. Academic Press, San Diego (1978)

5. Heyer, H., Pap, G.: Martingale characterizations of increment processes in a locally compact group. In: Infin. Dime. Anal. Quantum Probab. Rel. Top., vol. 6, pp. 563–595 (2003)

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