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An analog of the Ito decomposition for multiplicative processes with values in a Lie group

Part of the Lecture Notes in Mathematics book series (LNM,volume 1442)

Keywords

  • Stochastic Differential Equation
  • Infinitesimal Generator
  • Independent Increment
  • Converse Statement
  • Markov Semigroup

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References

  1. Heyer H. Probability measures on locally compact groups. Berlin etc.: Springer 1977.

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  2. Emery M. Stabilite der solutions de equations differentielles stochastiques: applications aux integrales multiplicatives stochastiques. Z. Wahr. (1978), b 41, 241–262.

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  3. Ikeda N., Watanabe S., Stochastic differential equations and diffusion processes.Amsterdam etc.North Holland, 1931

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  4. Skorohod A.V. Operator stochastic differential equations and stochastic semigroups. UMN, (1982), v. 37, No 6, 157–183 (In Russian).

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  5. Schurmann M. Noncommutative stochastic processes with independent and stationary increment satisfy quantum stochastic differential equations. Preprint No 478, Heidelberg University, 1988.

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© 1990 Springer-Verlag

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Holevo, A.S. (1990). An analog of the Ito decomposition for multiplicative processes with values in a Lie group. In: Accardi, L., von Waldenfels, W. (eds) Quantum Probability and Applications V. Lecture Notes in Mathematics, vol 1442. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0085513

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  • DOI: https://doi.org/10.1007/BFb0085513

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53026-8

  • Online ISBN: 978-3-540-46311-5

  • eBook Packages: Springer Book Archive