Abstract
We establish an existence theorem for a class of SDE’s driven by Lévy processes on a manifold. As an application we consider an SDE driven by horizontal vector fields on the orthonormal frame bundle of a Riemannian manifold. The canonical projection of the solution of this equation on to the base is considered as a candidate for a “Lévy process on a Riemannian manifold”.
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© 1995 Springer-Verlag
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Applebaum, D. (1995). A horizontal levy process on the bundle of orthonormal frames over a complete Reimannian manifold. In: Azéma, J., Emery, M., Meyer, P.A., Yor, M. (eds) Séminaire de Probabilités XXIX. Lecture Notes in Mathematics, vol 1613. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094209
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DOI: https://doi.org/10.1007/BFb0094209
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