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

DOI10.1016/j.bulsci.2004.02.010zbMath1070.60048OpenAlexW2012884981MaRDI QIDQ707271

Hélène Airault

Publication date: 9 February 2005

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2004.02.010

zbMATH Keywords

Stochastic analysisSymplectic groupItô calculusInfinite dimensional Lie groups

Mathematics Subject Classification ID

Brownian motion (60J65) Harmonic analysis on homogeneous spaces (43A85) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Homogeneous complex manifolds (32M10) Complex spaces with a group of automorphisms (32M99)

Related Items

Identities for vector fields in the infinitesimal representation of the symplectic group into the Siegel disk of complex symmetric matrices ⋮ Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions ⋮ Ornstein-Uhlenbeck operators and unitarizing measures in the Poincaré disk ⋮ Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures

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