Semimartingales with values on groups and Lie algebras

  • 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
How to Cite
KovalchukL. 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.
Section
Research articles