摘要
We study a decomposition of a diffusion process in a manifold that is invariant under the action of a Lie group. As applications, we consider a diffusion process in a Euclidean space that is invariant under translations in a subspace, and a skew-product in a general setting.
We study a decomposition of a diffusion process in a manifold that is invariant under the action of a Lie group. As applications, we consider a diffusion process in a Euclidean space that is invariant under translations in a subspace, and a skew-product in a general setting.
