Markov Processes with Jumps on Manifolds and Lie Groups

2019/09/17 by David Applebaum, Ming Liao, Applebaum, David +1
Mathematics · #60J25 #Differential Geometry (math.DG) #FOS: Mathematics #Geometric Analysis and Curvature Flows #Geometry and complex manifolds #Mathematical Dynamics and Fractals #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.1909.07861

openalex publication_date 2019/09/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We review some developments concerning Markov and Feller processes with jumps in geometric settings. These include stochastic differential equations in Markus canonical form, the Courrège theorem on Lie groups, and invariant Markov processes on manifolds under both transitive and more general Lie group actions.

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