Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane (Q707271)

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scientific article; zbMATH DE number 2132861
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Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane
scientific article; zbMATH DE number 2132861

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    Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane (English)
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    9 February 2005
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    The author considers the finite-dimensional Siegel disk, and various stochastic differential equations as a finite-dimensional approximation of the Brownian motion on the infinite-dimensional Siegel disk constructed by the author and \textit{P. Malliavin} [Ukr. Math. J. 52, No. 9, 1324--1333 (2000) and Ukr. Mat. Zh. 52, No. 9, 1158--1165 (2000; Zbl 0971.60071)].
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    Infinite dimensional Lie groups
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    Stochastic analysis
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    Itô calculus
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    Symplectic group
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