Descrizione
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.
Dettagli del libro
Formato
Copertina rigida
Pagine
276 pagine
Lingua
Inglese
Pubblicato
mag 10, 2004
Editore
Cambridge University Press
ISBN-10
0521836530
ISBN-13
9780521836531