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>Levi-Tanaka Algebra and Tanaka’s Prolongation Procedure
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Classification of semisimple Levi-Tanaka algebras
January 1998Annali di Matematica Pura ed Applicata 174(1):285-349
Authors:
Costantino Medori
Universita di Parma
Mauro Nacinovich
University of Rome Tor Vergata
URLﾘﾝｸ(en.wikipedia.org)
Levy process
In probability theory, a Levy process, named after the French mathematician Paul Levy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Levy process may thus be viewed as the continuous-time analog of a random walk.
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Paul Pierre Levy (15 September 1886 ? 15 December 1971)[2] was a French mathematician who was active especially in probability theory, introducing fundamental concepts such as local time, stable distributions and characteristic functions.
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Tanaka's formula
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Tanaka equation
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Local time (mathematics)
Local time appears in various stochastic integration formulas, such as Tanaka's formula, if the integrand is not sufficiently smooth. It is also studied in statistical mechanics in the context of random fields.
Tanaka's formula