Isotropic Levy processes on Riemannian manifolds

被引：0

作者：

Applebaum, D

Estrade, A

机构：

[1] Nottingham Trent Univ, Dept Stat & Operat Res, Dept Math, Nottingham NG1 4BU, England

[2] Univ Orleans, Dept Math, F-45067 Orleans 2, France

来源：

ANNALS OF PROBABILITY | 2000年 / 28卷 / 01期

关键词：

Riemannian manifolds; orthonormal frame bundle; basic vector fields; geodesics; horizontal Levy process; isotropic Levy process; Feller semigroup; interlacing construction;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Under a natural invariance assumption on the Levy measure we construct compound Poisson processes and more general isotropic Levy processes on Riemannian manifolds by projection of a suitable horizontal process in the bundle of orthonormal frames. We characterize such Levy processes through their infinitesimal generators and we show that they can be realized as the limit of a sequence of Brownian motions which are interlaced with jumps along geodesic segments.

引用

页码：166 / 184

页数：19

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