XXVI: 38, 514-532, LNM 1526 (1992)
APPLEBAUM, David
An operator theoretic approach to stochastic flows on manifolds
Retrieve article from Numdam
XXIX: 16, 166-180, LNM 1613 (1995)
APPLEBAUM, David
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
2917Keywords: Semimartingales with jumps,
Lévy processes,
Infinitesimal generatorsNature: Original Retrieve article from Numdam
XXXIX: 09, 171-196, LNM 1874 (2006)
APPLEBAUM, David
Martingale-valued measures, Ornstein-Uhlenbeck processes with jumps and operator self-decomposability in Hilbert space
