Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers

DOI10.1007/s00440-015-0642-8zbMath1402.17029arXiv1410.7229OpenAlexW3104664892MaRDI QIDQ737314

Manon Defosseux

Publication date: 10 August 2016

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.7229

Mathematics Subject Classification ID

Kac-Moody (super)algebras; extended affine Lie algebras; toroidal Lie algebras (17B67) Initial-boundary value problems for second-order parabolic equations (35K20) Brownian motion (60J65) Moving boundary problems for PDEs (35R37)

Related Items (4)

Harmonic functions for singular quadrant walks ⋮ Integration by parts formula for killed processes: a point of view from approximation theory ⋮ Central measures on multiplicative graphs, representations of Lie algebras and weight polytopes ⋮ Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers

Cites Work

• Affine Lie algebras and conditioned space-time Brownian motions in affine Weyl chambers
• Conditioned random walks from Kac-Moody root systems
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