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Levy Processes in Lie Groups Book

Levy Processes in Lie Groups
Levy Processes in Lie Groups, 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 prope, Levy Processes in Lie Groups has a rating of 4.5 stars
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Levy Processes in Lie Groups, 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 prope, Levy Processes in Lie Groups
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  • Levy Processes in Lie Groups
  • Written by author Ming Liao
  • Published by Cambridge University Press, May 2004
  • 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 prope
  • Up-to-the minute research on important stochastic processes.
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Authors

Preface
List of symbols
Introduction1
1Levy processes in Lie groups6
2Induced processes32
3Generator and stochastic integral equation of a Levy process52
4Levy processes in compact Lie groups and Fourier analysis81
5Semi-simple Lie groups of noncompact type103
6Limiting properties of Levy processes127
7Rate of convergence171
8Levy processes as stochastic flows200
ALie groups244
BStochastic analysis249
Bibliography261
Index265


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Levy Processes in Lie Groups, 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 prope, Levy Processes in Lie Groups

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Levy Processes in Lie Groups, 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 prope, Levy Processes in Lie Groups

Levy Processes in Lie Groups

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Levy Processes in Lie Groups, 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 prope, Levy Processes in Lie Groups

Levy Processes in Lie Groups

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