书目名称 | Invariant Markov Processes Under Lie Group Actions | 编辑 | Ming Liao | 视频video | http://file.papertrans.cn/475/474573/474573.mp4 | 概述 | Author is an internationally recognized leader in the study of jump processes in stochastic differential geometry.Presents new research involving the interaction of several mathematical areas, such as | 图书封面 |  | 描述 | The 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 interweaves probability theory, topology, and global analysis on manifolds to present the most recent results in a developing area of stochastic analysis. The author’s discussion is structured with three different levels of generality:.— A Markov process in a Lie group G that is invariant under the left (or right) translations.— A Markov process xt in a manifold X that is invariant under the transitive action of a Lie group G on X.— A Markov process xt invariant under the non-transitive action of a Lie group G.A large portion of the text is devoted to the representation of inhomogeneous Lévy processes in Lie groups and homogeneous spaces by a time dependent triple through a martingale property. Preliminary definitions and results in both stochastics 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 | 出版日期 | Book 2018 | 关键词 | Lévy processes; Lie groups; homogeneous spaces; Lévy-Khinchin formula; martingale representation; stochas | 版次 | 1 | doi | https://doi.org/10.1007/978-3-319-92324-6 | isbn_softcover | 978-3-030-06406-8 | isbn_ebook | 978-3-319-92324-6 | copyright | Springer International Publishing AG, part of Springer Nature 2018 |
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