AbstractRota-Baxter operators on Lie algebras were first studied by Belavin, Drinfeld and Semenov-Tian-Shansky as operator forms of the classical Yang-Baxter equation. As a fundamental tool in studying integrable systems, the factorization theorem of Lie groups by Semenov-Tian-Shansky was obtained by integrating a factorization of Lie algebras from solutions of the modified Yang-Baxter equation...
Abstract:The skew Brownian motion is constructed by assigning signs to Brownian excursions away from 0, each excursion being positive with probability p and negative with probability 1-p. It can equivalently (Harrison-Shepp, 1981) be seen as the strong solution of the SDE dX_t=dB_t + (2p-1) dL_t(X) where L_t(X) denotes the local time of the diffusion at 0. The skew Brownian flow as studied by ...