Markov Processes with Jumps on Manifolds and Lie Groups
Probability
2019-09-18 v1 Differential Geometry
Abstract
We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courr\`{e}ge theorem on Lie groups, and invariant Markov processes on manifolds under both transitive and more general Lie group actions.
Keywords
Cite
@article{arxiv.1909.07861,
title = {Markov Processes with Jumps on Manifolds and Lie Groups},
author = {David Applebaum and Ming Liao},
journal= {arXiv preprint arXiv:1909.07861},
year = {2019}
}