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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.).

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Bibliographic Details
Date:	1992
Main Authors:	Kovalchuk, L.V., Ковальчук, Л.В.
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
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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