Levy processes in Lie groups

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Levy processes in Lie groups

Levy processes in Lie groups

Name: Levy processes in Lie groups
ISBN: 9780521836531

Ming Liao

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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 possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present for their counterparts in Euclidean spaces. This work provides an introduction to Lévy processes in general Lie groups, the limiting properties of Lévy processes in semi-simple Lie groups of non-compact type and the dynamical behavior of such processes as stochastic flows on certain homogeneous spaces.

Kategorien:

Mathematics

Jahr:

2004

Verlag:

Cambridge University Press

Sprache:

english

Seiten:

278

ISBN 10:

0521836530