Stochastic Processes on Lie Groups
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Published:2011-09-29
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Volume:
Page:361-388
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ISSN:
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Container-title:Stochastic Models, Information Theory, and Lie Groups, Volume 2
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language:
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Author:
Chirikjian Gregory S.
Publisher
Birkhäuser Boston
Reference70 articles.
1. Albeverio, S., Arede, T., Haba, Z., “On left invariant Brownian motions and heat kernels on nilpotent Lie groups,” J. Math. Phys., 31(2), pp. 278–286, 1990. 2. Applebaum, D., Kunita, H., “L´evy flows on manifolds and L´evy processes on Lie groups,” J. Math. Kyoto. Univ., 33/34, pp. 1103–1123, 1993. 3. Arnaudon, M., “Connexions et martingales dans les groupes de Lie,” S´emin. Probab. XXVI. LMN 1526, pp. 146–155, Springer, 1992. 4. Atiyah, M., Bott, R., Patodi, V.K., “On the heat equation and the Index theorem,” Invent. Math., 19, pp. 279–330, 1973. 5. Azencott, R., “Behavior of diffusion semi-groups at infinity,” Bull. Soc. Math. France, 102, pp. 193–240, 1974.
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