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The classical Hamilton equations of motion yield a structure sufficiently general to handle an almost arbitrary set of ordinary differential equations. Employing elementary algebraic methods, it is possible within the Hamiltonian structure…
We develop the twisting construction for locally compact quantum groups. A new feature, in contrast to the previous work of M. Enock and the second author, is a non-trivial deformation of the Haar measure. Then we construct Rieffel's…
The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
Let $W(t), t\ge 0$ be standard Brownian motion. We study the size of the time intervals $I$ which are admissible for the long range of slow increase, namely given a real $z>0$, $$ \sup_{t\in I}{|W(t)|\over \sqrt t} \le z, $$ and we estimate…
Convolution of valuations was introduced by the first named author and Fu for linear spaces, and later by Alesker and the first named author for compact Lie groups. In this paper we study the convolution of invariant valuations on Lie…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
Using Stein's method and a Gaussian integration by parts, we provide a direct proof of the known fact that drifted Brownian motions are invariant measures (modulo height) for the KPZ equation.
The present work develops a framework to derive piecewise polynomial measures arising from invariant measures on adjoint orbits in the context of compact and semisimple Lie groups. These measures are computed from orbital integrals via…
We derive the equation of motion for the relativistic compact binaries in the post-Newtonian approximation taking explicitly their strong internal gravity into account. For this purpose we adopt the method of the point particle limit where…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\`ere's formula and the $e$-function are considered.…
Mimicking the von Neumann version of Kustermans and Vaes' locally compact quantum groups, Franck Lesieur had introduced a notion of measured quantum groupoid, in the setting of von Neumann algebras. In a former article, the author had…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
In this paper, high-order moment, even exponential moment, estimates are established for the H\"older norm of solutions to stochastic differential equations driven by fractional Brownian motion whose drifts are measurable and have linear…
We prove a change of variable formula for the 2D fractional Brownian motion of index H bigger of equal to 1/4. For H strictly bigger than 1/4, our formula coincides with that obtained by using the rough paths theory. For H=1/4 (the more…
In our book on cohomological methods in transformation groups the minimal Hirsch-Brown model was used to good effect. The construction there, however, was rather abstract. Here, for smooth compact connected Lie group actions on smooth…
We prove a central limit theorem for an additive functional of the $d$-dimensional fractional Brownian motion with Hurst index $H\in(\frac{1}{2+d},\frac{1}{d})$, using the method of moments, extending the result by Papanicolaou, Stroock and…
We study classical scalar field theories on noncommutative curved spacetimes. Following the approach of Wess et al. [Classical Quantum Gravity 22 (2005), 3511 and Classical Quantum Gravity 23 (2006), 1883], we describe noncommutative…
Let $B_H(\cdot)$ be a fractional Brownian motion with Hurst parameter $H\in(0,1]$. Motivated by applications to maximal inequalities for fractional Brownian motion, in this note we derive bounds for…