Ornstein–Uhlenbeck processes on Lie groups
نویسندگان
چکیده
منابع مشابه
Ornstein-uhlenbeck Processes on Lie Groups
We consider Ornstein-Uhlenbeck processes (OU-processes) related to hypoelliptic diffusion on finite-dimensional Lie groups: let L be a hypoelliptic, left-invariant “sum of the squares”-operator on a Lie group G with associated Markov process X, then we construct OU-type processes by adding horizontal gradient drifts of functions U . In the natural case U(x) = − log p(1, x), where p(1, x) is the...
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ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2008
ISSN: 0022-1236
DOI: 10.1016/j.jfa.2008.05.004