On the group-theoretical formulation for the time evolution of stochastic processes
โ Scribed by R.D. Levine; C.E. Wulfman
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 939 KB
- Volume
- 141
- Category
- Article
- ISSN
- 0378-4371
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โฆ Synopsis
While the models are valid for complementary physical situations, they have a common (two generators) group structure.
๐ SIMILAR VOLUMES
We consider the stochastic heat equations on Lie groups, that is, equations of the form t u=2 x u+b(u)+F(u) W 4 on R + \_G, where G is a compact Lie group, 2 is the Laplace Beltrami operator on G, b and F are Lipschitz coefficients, and where W 4 is a Gaussian space-correlated noise, which is white-
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