Semimartingales with values on groups and Lie algebras

Authors

  • L. V. Kovalchuk

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.

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.