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Book Categories |
Preface | ||
List of symbols | ||
Introduction | 1 | |
1 | Levy processes in Lie groups | 6 |
2 | Induced processes | 32 |
3 | Generator and stochastic integral equation of a Levy process | 52 |
4 | Levy processes in compact Lie groups and Fourier analysis | 81 |
5 | Semi-simple Lie groups of noncompact type | 103 |
6 | Limiting properties of Levy processes | 127 |
7 | Rate of convergence | 171 |
8 | Levy processes as stochastic flows | 200 |
A | Lie groups | 244 |
B | Stochastic analysis | 249 |
Bibliography | 261 | |
Index | 265 |
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Add 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 to the inventory that you are selling on WonderClubX
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Add 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 to your collection on WonderClub |