Ornstein–Uhlenbeck processes on Lie groups

Journal of Functional Analysis - Tập 255 - Trang 877-890 - 2008
Fabrice Baudoin1, Martin Hairer2, Josef Teichmann3
1Université Paul Sabatier, Institut des Mathématiques, 118, Rue de Narbonne, Toulouse, Cedex 31062, France
2The University of Warwick, Mathematics Department, CV4 7AL Coventry, United Kingdom
3Department of Mathematical Methods in Economics, Vienna University of Technology, Wiedner Hauptstrasse 8–10, A-1040 Wien, Austria

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