课程
发表于 2025-3-25 03:27:26
,Lévy Processes in Compact Lie Groups,The same results are proved in §4.4 for bi-invariant Lévy processes. In this case, the Fourier expansion is given in terms of irreducible characters, a more manageable form of Fourier series. Some examples are computed explicitly in the last section.
不满分子
发表于 2025-3-25 10:41:37
Decomposition of Markov Processes,ore detailed study of invariant diffusion processes. As a simple application, in §9.5, we study a diffusion process in a Euclidean space that is invariant under the translations in a subspace. In §9.6, we consider a simple example with jumps.
GREG
发表于 2025-3-25 15:12:46
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皱痕
发表于 2025-3-25 17:48:26
Invariant Markov Processes Under Lie Group Actions
小木槌
发表于 2025-3-25 20:27:40
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Increment
发表于 2025-3-26 02:09:21
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镇压
发表于 2025-3-26 06:11:42
stics and Lie groups are provided in a series of appendices, making the book accessible to those who may be non-specialists in either of these areas..Invariant Markov Processes Under Lie Group Actions. will be 978-3-030-06406-8978-3-319-92324-6
占卜者
发表于 2025-3-26 10:37:58
,Spherical Transform and Lévy-Khinchin Formula,niform distribution is obtained in the compact case. The results will be stated in terms of convolution semigroups, and established under a nondegenerate diffusion part or an asymptotic condition on the Lévy measure.
侵略主义
发表于 2025-3-26 16:02:21
,Inhomogeneous Lévy Processes in Homogeneous Spaces,representation takes an especially simple form in this case. The main results on .∕. may be proved in large part by essentially repeating the proofs on ., with a proper interpretation of group operations on .∕.. More details will be provided in §8.4. Some additional properties are considered in §8.3.
Commodious
发表于 2025-3-26 20:47:52
lving the interaction of several mathematical areas, such asThe purpose of this monograph is to provide a theory of Markov processes that are invariant under the actions of Lie groups, focusing on ways to represent such processes in the spirit of the classical Lévy-Khinchin representation. It interw