Stochastic Flows and Their Densities on Manifolds
Publisher
Springer Singapore
Reference9 articles.
1. Applebaum, D.: Probability on Compact Lie Groups. Springer, Cham (2014)
2. Fujiwara, T.: Stochastic differential equations of jump type on manifolds and Lévy flows. J. Math. Kyoto Univ. 31–1, 99–119 (1991)
3. Hunt, G.A.: Semigroups of measures on Lie groups. Trans. Am. Math. Soc. 81, 264–293 (1956)
4. Ikeda, N., Watanabe, S.: Stochastic Differential Equations and Diffusion Processes, 2nd edn. North Holland, Amsterdam (1989)
5. Itô, K.: Brownian motions in a Lie group. Proc. Jpn. Acad. 26, 4–10 (1950)