Article ID Journal Published Year Pages File Type
1156054 Stochastic Processes and their Applications 2009 11 Pages PDF
Abstract

We show that a Markov process in a manifold invariant under the action of a compact Lie group KK induces a Lévy process in each KK-orbit by “forcing” it to run in the orbit.

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Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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Markov processes invariant under a Lie group action
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