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The theory of Lévy processes in Lie groups is not merely an extension of the theory of Lévy processes in Euclidean spaces. Because of the unique structures possessed by non-commutative Lie groups, these processes exhibit certain interesting limiting properties which are not present in the Euclidean case. A necessary purchase for all whose research brings them into contact with Lévy processes.
- Format: Inbunden
- ISBN: 9780521836531
- Språk: Engelska
- Antal sidor: 276
- Utgivningsdatum: 2004-05-10
- Förlag: Cambridge University Press