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Lévy Processes in Lie Groups
Language: en
Pages: 292
Authors: Ming Liao
Categories: Mathematics
Type: BOOK - Published: 2004-05-10 - Publisher: Cambridge University Press

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Up-to-the minute research on important stochastic processes.
Stochastic Analysis of Lévy Processes on Lie Groups
Language: en
Pages: 24
Authors: Nicolas Privault
Categories:
Type: BOOK - Published: 1997 - Publisher:

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Invariant Markov Processes Under Lie Group Actions
Language: en
Pages: 370
Authors: Ming Liao
Categories: Mathematics
Type: BOOK - Published: 2018-06-28 - Publisher: Springer

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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
Lévy Processes in Lie Groups
Language: en
Pages: 266
Authors: Ming Liao (Mathematician)
Categories: Lie groups
Type: BOOK - Published: 2004 - Publisher:

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The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures po
Lévy Processes
Language: en
Pages: 414
Authors: Ole E Barndorff-Nielsen
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr