Lévy Processes in Stochastic Differential Geometry

David Applebaum ()
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David Applebaum: Nottingham Trent University, Department of Mathematics, Statistics, and Operational Research

A chapter in Lévy Processes, 2001, pp 111-137 from Springer

Abstract: Abstract We survey constructions of Lévy processes in Lie groups, symmetric spaces and Riemannian manifolds. In general, Fourier analytic techniques are not available in these structures, so we study processes through the generator of the associated semigroup or by using stochastic differential equations.

Keywords: Brownian Motion; Riemannian Manifold; Symmetric Space; Stochastic Differential Equation; Spherical Function (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0197-7_6

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DOI: 10.1007/978-1-4612-0197-7_6

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