Abstract
We construct the logarithm of a process taking values in a matrix Lie group as a process with values in the corresponding Lie algebra. This construction preserves some properties of the process (stochastic continuity, independence of increments, etc.).
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1491–1497, November, 1992.
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Koval'chuk, L.V. A construction of the logarithm of a process on a matrix Lie group. Ukr Math J 44, 1371–1377 (1992). https://doi.org/10.1007/BF01071510
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DOI: https://doi.org/10.1007/BF01071510