Variational Calculus for a L Evy Process Based on a Lie Group
نویسنده
چکیده
The tools of the stochastic calculus of variations are constructed for Poisson processes on Lie group, and the corresponding analysis on the Lie-Wiener space is recovered as the limiting case of this construction.
منابع مشابه
Numerical solution of variational problems via Haar wavelet quasilinearization technique
In this paper, a numerical solution based on Haar wavelet quasilinearization (HWQ) is used for finding the solution of nonlinear Euler-Lagrange equations which arise from the problems in calculus of variations. Some examples of variational problems are given and outcomes compared with exact solutions to demonstrate the accuracy and efficiency of the method.
متن کاملHartley Series Direct Method for Variational Problems
The computational method based on using the operational matrix of anorthogonal function for solving variational problems is computeroriented. In this approach, a truncated Hartley series together withthe operational matrix of integration and integration of the crossproduct of two cas vectors are used for finding the solution ofvariational problems. Two illustrative...
متن کاملMartingale Characterizations of Stochastic Processes on Compact Groups
By a classical result of P. L evy, the Brownian motion (B t) t0 on R may be characterized as a continuous process on R such that (B t) t0 and (B 2 t ? t) t0 are martingales. Generalizations of this result are usually obtained in the setting of the so-called martingale problem. This paper contains a variant of the martingale problem for stochastic processes on locally compact groups with indepen...
متن کاملFree and constrained equilibrium states in a variational problem on a surface
We study the equilibrium states for an energy functional with a parametric force field on a region of a surface. Consideration of free equilibrium states is based on Lyusternik - Schnirelman's and Skrypnik's variational methods. Consideration of equilibrium states under a constraint of geometrical character is based on an analog of Skrypnik's method, described in [P. Vyridis, {it Bifurcation in...
متن کاملMartingale characterizations of stochastic processes on locallycompact
By a classical result of P. L evy, the Brownian motion (B t) t0 on R may be characterized as a continuous process on R such that (B t) t0 and (B 2 t ?t) t0 are martingales. Generalizations of this result are usually obtained in the setting of the so-called martingale problem. This paper contains a variant of the martingale problem for stochastic processes on compact groups with independent stat...
متن کامل