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arXiv · 1909.07861

Markov Processes with Jumps on Manifolds and Lie Groups

David Applebaum·Ming Liao
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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 Courr\`{e}ge theorem on Lie groups, and invariant Markov processes on manifolds under both transitive and more general Lie group actions.

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David Applebaum, Ming Liao. 2019-09-17. Markov Processes with Jumps on Manifolds and Lie Groups. https://arxiv.org/abs/1909.07861

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