主 题: A decomposition of Markov processes via group actions
报告人: 廖 明 教授 (Auburn University, USA； 山东大学)
时 间: 2009-06-04 下午16:00 - 17:00
地 点: 理科一号楼 1303
Abstract: It is well known that a Brownian motion in a Euclidean space
is a direct product of a radial motion and an independent spherical
Brownian motion with a time change. This classical skew
product decomposition was extended to a general rotational
invariant continuous Markov process in a Euclidean space by Galmarino.
In this talk,
we study a decomposition of a general Markov process that is invariant
under a Lie group action and obtain an extension of Galmarino's result.
To obtain this result, a notion of nonhomogenous Levy processes in
homogeneous spaces (such as a sphere) is developed.