Quaternionic Brownian windings

DOI10.1007/s10959-020-01034-9zbMath1477.58026arXiv1906.10856OpenAlexW3084425321MaRDI QIDQ2664544

Nizar Demni, Jing Wang, Fabrice Baudoin

Publication date: 17 November 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10856

zbMATH Keywords

large time asymptoticquaternionic projective spacequaternionic hyperbolic spacestochastic windingCauchy relativistic distribution

Mathematics Subject Classification ID

Diffusion processes (60J60) Hyper-Kähler and quaternionic Kähler geometry, ``special geometry (53C26) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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• Stochastic areas, winding numbers and Hopf fibrations
• Densities of generalized stochastic areas and windings arising from Anti-de Sitter and Hopf fibrations
• Bessel potentials, hitting distributions and Green functions
• Harmonic Analysis of Mean Periodic Functions on Symmetric Spaces and the Heisenberg Group
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
• Iterated Integrals and Exponential Homomorphisms^†
• Asymptotic windings of Brownian motion paths on Riemann surfaces

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