{
  "id": "1412.7843",
  "version": "v1",
  "published": "2014-12-25T17:34:17.000Z",
  "updated": "2014-12-25T17:34:17.000Z",
  "title": "A decomposition of Markov processes via group actions",
  "authors": [
    "Ming Liao"
  ],
  "comment": "In Theorem 4, dim(K/M) > 1 should be assumed",
  "journal": "J. Theoret. Probab. 22, 164-185 (2009)",
  "categories": [
    "math.PR"
  ],
  "abstract": "We study a decomposition of a general Markov process in a manifold invariant under a Lie group action into a radial part (transversal to orbits) and an angular part (along an orbit). We show that given a radial path, the conditioned angular part is a nonhomogeneous \\levy process in a homogeneous space, we obtain a representation of such processes, and as a consequence, we extend the well known skew-product of Euclidean Brownian motion to a general setting.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-12-25T17:34:17.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J25",
      "58J65"
    ],
    "keywords": [
      "markov processes",
      "decomposition",
      "general markov process",
      "euclidean brownian motion",
      "lie group action"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}