Semimartingales with values on groups and Lie algebras
We establish a one-to-one correspondence between the processes taking values on the Lie group and its Lie algebra. This correspondence preserves the main properties of the processes: semimartingale property with respect to a certain flow, independence of increments, and continuity.
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| Date: | 1993 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1993
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/5806 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860512028080209920 |
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| author | Kovalchuk, L. V. Ковальчук, Л. В. Ковальчук, Л. В. |
| author_facet | Kovalchuk, L. V. Ковальчук, Л. В. Ковальчук, Л. В. |
| author_sort | Kovalchuk, L. V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-19T09:18:17Z |
| description | We establish a one-to-one correspondence between the processes taking values on the Lie group and its Lie algebra. This correspondence preserves the main properties of the processes: semimartingale property with respect to a certain flow, independence of increments, and continuity. |
| first_indexed | 2026-03-24T03:22:16Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-5806 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T03:22:16Z |
| publishDate | 1993 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/7b/29784fa42d6f23c3bf828bf032fe8a7b.pdf |
| spelling | umjimathkievua-article-58062020-03-19T09:18:17Z Semimartingales with values on groups and Lie algebras Семимартингалы со значениями в группах и алгебрах Ли Kovalchuk, L. V. Ковальчук, Л. В. Ковальчук, Л. В. We establish a one-to-one correspondence between the processes taking values on the Lie group and its Lie algebra. This correspondence preserves the main properties of the processes: semimartingale property with respect to a certain flow, independence of increments, and continuity. Установлено взаємно однозначну відповідність між процесами, що приймають значення в групі Лі та її алгебрі Лі. При цьому зберігаються основні властивості процесів: семимартингальність відносно деякого потоку, незалежність приростів, неперервність. Institute of Mathematics, NAS of Ukraine 1993-02-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/5806 Ukrains’kyi Matematychnyi Zhurnal; Vol. 45 No. 2 (1993); 251–257 Український математичний журнал; Том 45 № 2 (1993); 251–257 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/5806/8295 https://umj.imath.kiev.ua/index.php/umj/article/view/5806/8296 Copyright (c) 1993 Kovalchuk L. V. |
| spellingShingle | Kovalchuk, L. V. Ковальчук, Л. В. Ковальчук, Л. В. Semimartingales with values on groups and Lie algebras |
| title | Semimartingales with values on groups and Lie algebras |
| title_alt | Семимартингалы со значениями в группах и алгебрах Ли |
| title_full | Semimartingales with values on groups and Lie algebras |
| title_fullStr | Semimartingales with values on groups and Lie algebras |
| title_full_unstemmed | Semimartingales with values on groups and Lie algebras |
| title_short | Semimartingales with values on groups and Lie algebras |
| title_sort | semimartingales with values on groups and lie algebras |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/5806 |
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