Construction of the logarithm of a process on the matrix Lie group
We construct the logarithm of a process taking values in a matrix Lie group as a process with values in the corresponding Lie algebra. This construction preserves some properties of the process (stochastic continuity, independence of increments, etc.).
Saved in:
| Date: | 1992 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Mathematics, NAS of Ukraine
1992
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/8250 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1860513006850408448 |
|---|---|
| author | Kovalchuk, L.V. Ковальчук, Л.В. |
| author_facet | Kovalchuk, L.V. Ковальчук, Л.В. |
| author_sort | Kovalchuk, L.V. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2024-03-27T09:55:08Z |
| description | We construct the logarithm of a process taking values in a matrix Lie group as a process with values in the corresponding Lie algebra. This construction preserves some properties of the process (stochastic continuity, independence of increments, etc.). |
| first_indexed | 2026-03-24T03:37:49Z |
| format | Article |
| fulltext |
T44_1491
T44_1492
T44_1493
T44_1494
T44_1495
T44_1496
T44_1497
|
| id | umjimathkievua-article-8250 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus |
| last_indexed | 2026-03-24T03:37:49Z |
| publishDate | 1992 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/75/d54315616f5d88e584d3874c3ab5c475.pdf |
| spelling | umjimathkievua-article-82502024-03-27T09:55:08Z Construction of the logarithm of a process on the matrix Lie group Построение логарифма от процесса на матричной группе Ли Kovalchuk, L.V. Ковальчук, Л.В. We construct the logarithm of a process taking values in a matrix Lie group as a process with values in the corresponding Lie algebra. This construction preserves some properties of the process (stochastic continuity, independence of increments, etc.). Для процесса, принимающего значения в матричной группе Ли, строится его логарифм — процесс со значениями в соответствующей алгебре Ли, При этом сохраняются некоторые свойства процесса (стохастическая непрерывность, независимость приращений и т. д.). Для процесу, що набуває значень у матричній групі Лі, будується його логарифм — процес зі значеннями у відповідній алгебрі Лі. При цьому зберігаються деякі властивості процесу (стохастична неперервність, незалежність приростів і т. д.). Institute of Mathematics, NAS of Ukraine 1992-11-06 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/8250 Ukrains’kyi Matematychnyi Zhurnal; Vol. 44 No. 11 (1992); 1491-1497 Український математичний журнал; Том 44 № 11 (1992); 1491-1497 1027-3190 rus https://umj.imath.kiev.ua/index.php/umj/article/view/8250/9830 Copyright (c) 1992 L.V. Kovalchuk |
| spellingShingle | Kovalchuk, L.V. Ковальчук, Л.В. Construction of the logarithm of a process on the matrix Lie group |
| title | Construction of the logarithm of a process on the matrix Lie group |
| title_alt | Построение логарифма от процесса на матричной группе Ли |
| title_full | Construction of the logarithm of a process on the matrix Lie group |
| title_fullStr | Construction of the logarithm of a process on the matrix Lie group |
| title_full_unstemmed | Construction of the logarithm of a process on the matrix Lie group |
| title_short | Construction of the logarithm of a process on the matrix Lie group |
| title_sort | construction of the logarithm of a process on the matrix lie group |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/8250 |
| work_keys_str_mv | AT kovalchuklv constructionofthelogarithmofaprocessonthematrixliegroup AT kovalʹčuklv constructionofthelogarithmofaprocessonthematrixliegroup AT kovalchuklv postroenielogarifmaotprocessanamatričnojgruppeli AT kovalʹčuklv postroenielogarifmaotprocessanamatričnojgruppeli |