SYMMETRY GROUPS OF MARKOV-PROCESSES
成果类型：
Article
署名作者：
LIAO, M
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176989791
发表日期：
1992
页码：
563-578
关键词：
摘要：
We prove that if G is a subgroup of the (time-change) symmetry group of a Markov process X(t) which is transitive and has a compact isotropy subgroup, then after a time change, X(t) becomes G-invariant. The symmetry groups of diffusion processes are discussed in more detail. We show that if the generator of X(t) is the Laplacian with respect to the intrinsic metric, then X(t) has the best invariance property.
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