Levy Processes In Lie Groups

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Lévy Processes in Lie Groups

Author	: Ming Liao
Publisher	: Cambridge University Press
Total Pages	: 292
Release	: 2004-05-10
ISBN-10	: 0521836530
ISBN-13	: 9780521836531
Rating	: 4/5 (531 Downloads)

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Book Synopsis Lévy Processes in Lie Groups by : Ming Liao

Download or read book Lévy Processes in Lie Groups written by Ming Liao and published by Cambridge University Press. This book was released on 2004-05-10 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: Up-to-the minute research on important stochastic processes.

Lévy Processes in Lie Groups Related Books

Language: en
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Lévy Processes in Lie Groups

Authors: Ming Liao

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Type: BOOK - Published: 2004-05-10 - Publisher: Cambridge University Press

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Up-to-the minute research on important stochastic processes.

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Lévy Processes in Lie Groups

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

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Stochastic Analysis of Lévy Processes on Lie Groups

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Lévy Processes

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

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Invariant Markov Processes Under Lie Group Actions

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