Stochastic areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels
Probability
2023-08-24 v2 Differential Geometry
Abstract
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the theory of Brownian motions and horizontal Brownian motions on manifolds. Emphasis is put on concrete examples which allows us to concretely illustrate the rich and deep interactions between stochastic calculus, Riemannian and sub-Riemannian geometry, the theory of complex and quaternionic symmetric spaces and random matrices.
Keywords
Cite
@article{arxiv.2212.07483,
title = {Stochastic areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels},
author = {Fabrice Baudoin and Nizar Demni and Jing Wang},
journal= {arXiv preprint arXiv:2212.07483},
year = {2023}
}
Comments
320 pages. This survey. written as a textbook, puts in a broader perspective and unifies several works of the authors. It also contains some new and original results