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3 matches found
XXVI: 38, 514-532, LNM 1526 (1992)
An operator theoretic approach to stochastic flows on manifolds
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XXIX: 16, 166-180, LNM 1613 (1995)
A horizontal Lévy process on the bundle of orthonormal frames over a complete Riemannian manifold (Stochastic differential geometry, Markov processes)
This is an attempt to define a manifold-valued Lévy process by solving a SDE driven by a Euclidean Lévy process; but the author shows that the so-obtained processes are not Markovian in general.
Comment: The existence and uniqueness statements are a particular case of general theorems due to Cohen (Stochastics Stochastics Rep. 56, 1996). The same question is addressed by Cohen in the next article 2917
Keywords: Semimartingales with jumps, Lévy processes, Infinitesimal generators
Nature: Original
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XXXIX: 09, 171-196, LNM 1874 (2006)
Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space