Invariant diffusion processes under Lie group actions

• 来源期刊: 中国科学：数学（英文版）
• 年，卷（期）: 2019,（8）
• 页码范围: 1493-1510
• 页数: 18页
• 语种: 英文

摘要

We study a decomposition of a diffusion process in a manifold that is invariant under the action of a Lie group.As applications,we consider a diffusion process in a Euclidean space that is invariant under translations in a subspace,and a skew-product in a general setting.