随机面积、水平布朗运动与亚椭圆热核
概率论
2023-08-24 v2 微分几何
摘要
本专著致力于研究布朗运动的随机面积泛函以及李群与黎曼流形上相关的热核。它本质上是自包含的，因此可作为流形上布朗运动与水平布朗运动理论的教材。重点放在具体例子上，使我们能够具体阐明随机微积分、黎曼与次黎曼几何、复与四元数对称空间理论以及随机矩阵之间丰富而深刻的相互作用。
引用
@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}
}
备注
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