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STABLE MANIFOLDS FOR STOCHASTIC FLOWS INDUCED BY LÉVY PROCESSES ON LIE GROUPS

Published online by Cambridge University Press:  23 August 2001

MING LIAO
MING LIAO
Affiliation:
Department of Mathematics, Auburn University, Auburn, AL 36849, USA, [email protected]
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Abstract

We determine explicitly all the stable manifolds for the stochastic flows on certain homogeneous spaces of a semisimple Lie group of non-compact type induced by Lévy processes on the Lie group.

2000 Mathematical Subject Classification: 58J65.

Keywords

Lévy processesLie groupsLyapunov exponentsstable manifoldsstochastic flows
Type
Research Article
Information
Proceedings of the London Mathematical Society , Volume 83 , Issue 2 , September 2001 , pp. 493 - 512
Copyright
2001 London Mathematical Society

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