Semi-martingales dans les espaces homogènes

Marc Arnaudon

Annales de l'I.H.P. Probabilités et statistiques (1993)

  • Volume: 29, Issue: 2, page 269-288
  • ISSN: 0246-0203

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Arnaudon, Marc. "Semi-martingales dans les espaces homogènes." Annales de l'I.H.P. Probabilités et statistiques 29.2 (1993): 269-288. <http://eudml.org/doc/77457>.

@article{Arnaudon1993,
author = {Arnaudon, Marc},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {homogeneous spaces; Lie group; Lie algebra; semi-martingale; Brownian motion},
language = {fre},
number = {2},
pages = {269-288},
publisher = {Gauthier-Villars},
title = {Semi-martingales dans les espaces homogènes},
url = {http://eudml.org/doc/77457},
volume = {29},
year = {1993},
}

TY - JOUR
AU - Arnaudon, Marc
TI - Semi-martingales dans les espaces homogènes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1993
PB - Gauthier-Villars
VL - 29
IS - 2
SP - 269
EP - 288
LA - fre
KW - homogeneous spaces; Lie group; Lie algebra; semi-martingale; Brownian motion
UR - http://eudml.org/doc/77457
ER -

References

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  1. [E] M. Emery, Stochastic Calculus in Manifolds, Springer Verlag, 1989. Zbl0697.60060MR1030543
  2. [HD, L] M. Hakim-Dowek et D. Lépingle, L'exponentielle stochastique des groupes de Lie, Séminaire de Probabilités20, Lecture Notes in Math., 1204, 1986, p. 352-374. Zbl0609.60009MR942031
  3. [H] S. Helgason, Differential geometry, Lie groups and symmetric spaces, Academic Press, 1978. Zbl0451.53038MR514561
  4. [M, M] P. et M.P. Malliavin, Factorisation et lois limites de la diffusion horizontale au-dessus d'un espace riemannien symétrique, Lecture Note, 404, p. 164-217. Zbl0291.53025
  5. [N] K. Nomizu, Invariant affine connections on homogeneous spaces, Amer. J. Math., vol. 76, 1954, p. 33-65 (MR 15, 468). Zbl0059.15805MR59050
  6. [O] A. Orihara, On random ellipsoids, J. Fac. Sci. Univ. Tokyo Sect. lA, Math., 17, 1970, p. 73-85. Zbl0231.60069MR275489
  7. [T1] J.C. Taylor, The Iwasawa decomposition and the limiting behaviour of brownian motion on a symmetric space of non-compact type, Contemporary Mathematics, 73, 1988, p. 303-332. Zbl0658.58041MR954647
  8. [T2] J.C. Taylor, Brownian motion on a symmetric space of non-compact type: asymptotic behaviour in polar coordinates, Canadian J. of Mathematics, vol. 43 (5), 1991, pp. 1065-1085. Zbl0758.58037MR1138584

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