A horizontal Lévy process on the bundle of orthonormal frames over a complete riemannian manifold

David Applebaum

Séminaire de probabilités de Strasbourg (1995)

  • Volume: 29, page 166-180

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Applebaum, David. "A horizontal Lévy process on the bundle of orthonormal frames over a complete riemannian manifold." Séminaire de probabilités de Strasbourg 29 (1995): 166-180. <http://eudml.org/doc/113898>.

@article{Applebaum1995,
author = {Applebaum, David},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {Lévy process; horizontal vector field; existence theorem; stochastic differential equations; Riemannian manifold},
language = {eng},
pages = {166-180},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A horizontal Lévy process on the bundle of orthonormal frames over a complete riemannian manifold},
url = {http://eudml.org/doc/113898},
volume = {29},
year = {1995},
}

TY - JOUR
AU - Applebaum, David
TI - A horizontal Lévy process on the bundle of orthonormal frames over a complete riemannian manifold
JO - Séminaire de probabilités de Strasbourg
PY - 1995
PB - Springer - Lecture Notes in Mathematics
VL - 29
SP - 166
EP - 180
LA - eng
KW - Lévy process; horizontal vector field; existence theorem; stochastic differential equations; Riemannian manifold
UR - http://eudml.org/doc/113898
ER -

References

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  2. [Coh] S. Cohen, Géométrie Différentielle Stochastique Avec Sauts,ENPC CERMA Ph.D thesis (1992) MR1163874
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  5. [EsPo] A. Estrade, M. Pontier, Rélevement Horizontal d'une Semimartingale Càdlàg, Séminaire de Probabilités XXVI, 127-46 (Springer-Verlag), 1992 Zbl0764.60047MR1231989
  6. [Est] A. Estrade, Exponentielle Stochastique et Intégrale Multiplicative Discontinues, Ann.Inst.Henri Poincaré (Prob.Stat), 28, 107-29 (1992) Zbl0760.60048MR1158740
  7. [FuKu] T. Fujiwara, H. Kunita, Stochastic Differential Equations of Jump Type and Lévy Processes in Diffeomorphisms Group, J.Math. Kyoto Univ25, 71-106 (1985) Zbl0575.60065MR777247
  8. [Fuj] T. Fujiwara, Stochastic Differential Equations Of Jump Type on Manifolds and Lévy Flows, J.Math. Kyoto Univ.31, 99-119 (1991) Zbl0728.60065MR1093330
  9. [Hun] G.A. Hunt, Semigroups of Measures on Lie Groups, Trans. Amer. Math. Soc.81, 264-93 (1956) Zbl0073.12402MR79232
  10. [IkWa] N. Ikeda, S. Watanabe, Stochastic Differential Equations and Diffusion Processes, North Holland-Kodansha (1981) Zbl0495.60005MR637061
  11. [Itô] K. Itô, On Stochastic Processes (I) (Infinitely Divisible Laws of Probability), Japanese J.Math.18, 261 -301 (1942) Zbl0060.28908MR14629
  12. [KoNo] S. Kobayashi , K. Nomizu, Foundations of Differential Geometry, Volume 1, Wiley (1963) Zbl0119.37502
  13. [Rog] S.J. Rogerson, Stochastic Dynamical Systems and Processes With Discontinuous Sample Paths, Warwick University Ph.D thesis (1981) 

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