Markov processes invariant under a Lie group action

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.

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Year of publication:	2009
Authors:	Liao, Ming
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 4, p. 1357-1367
Publisher:	Elsevier
Keywords:	Markov processes Lévy processes Lie groups Homogeneous spaces

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008872822