Isotropic Levy processes on Riemannian manifolds

• 成果类型: Article
• 署名作者: Applebaum, D; Estrade, A
• 署名单位: Nottingham Trent University; Universite de Orleans
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2000
• 页码: 166-184
• 关键词: flows

摘要

Under a natural invariance assumption on the Levy measure we construct compound Poisson processes and more general isotropic Levy processes on Riemannian manifolds by projection of a suitable horizontal process in the bundle of orthonormal frames. We characterize such Levy processes through their infinitesimal generators and we show that they can be realized as the limit of a sequence of Brownian motions which are interlaced with jumps along geodesic segments.