Brownian Motion on a Symmetric Space of Non-Compact Type: Asymptotic Behaviour in Polar Coordinates

DOI10.4153/CJM-1991-062-7zbMath0758.58037OpenAlexW2332598336MaRDI QIDQ4007713

J. C. Taylor

Publication date: 27 September 1992

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1991-062-7

zbMATH Keywords

Brownian motionsymmetric spaceskew product representation

Mathematics Subject Classification ID

Brownian motion (60J65) Harmonic analysis on homogeneous spaces (43A85) Analysis on real and complex Lie groups (22E30) Diffusion processes and stochastic analysis on manifolds (58J65) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (5)

Stochastic flows on the boundaries of \(\text{SL}(n,\mathbb{R})\) ⋮ Stochastic flows on the boundaries of lie groups ⋮ The Brownian Motion and the Canonical Stochastic Flow on a Symmetric Space ⋮ The infinite Brownian loop on a symmetric space. ⋮ Laplacian and Brownian motion on positive definite matrices, revisited

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