Levy processes in lie groups

The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present in the Euclidean case. A necessary purchase for all whose research brings them into contact with Lévy processes.

Year

2004

Language

English

Publisher

Cambridge Univ Press

Editions

1

ISBN

9780511194788

Data source: Wikidata