Title of article
Markov processes invariant under a Lie group action
Author/Authors
Liao، نويسنده , , Ming، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
11
From page
1357
To page
1367
Abstract
We show that a Markov process in a manifold invariant under the action of a compact Lie group K induces a Lévy process in each K -orbit by “forcing” it to run in the orbit.
Keywords
Markov processes , homogeneous spaces , lie groups , Lévy processes
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578108
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