Semimartingales with values on groups and Lie algebras
Abstract
We establish a one-to-one correspondence between the processes taking values on the Lie group and its Lie algebra. This correspondence preserves the main properties of the processes: semimartingale property with respect to a certain flow, independence of increments, and continuity.Downloads
Published
25.02.1993
Issue
Section
Research articles
How to Cite
Kovalchuk, L. V. “Semimartingales With Values on Groups and Lie Algebras”. Ukrains’kyi Matematychnyi Zhurnal, vol. 45, no. 2, Feb. 1993, pp. 251–257, https://umj.imath.kiev.ua/index.php/umj/article/view/5806.