Stochastic Areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels
Fabrice Baudoin
Aarhus University, DenmarkNizar Demni
New York University Abu Dhabi, United Arab EmiratesJing Wang
Purdue University West Lafayette, USA
A subscription is required to access this book.
FrontmatterDownload pp. i–iv | |
PrefaceDownload pp. v–vi | |
ContentsDownload pp. vii–ix | |
IntroductionDownload pp. 1–4 | |
1 | Stochastic areas and Brownian winding functionalspp. 5–49 |
2 | Brownian motions on Lie groups and Riemannian manifoldspp. 51–71 |
3 | Horizontal Brownian motionspp. 73–114 |
4 | Horizontal Brownian motions of the Hopf and anti–de Sitter fibrationspp. 115–156 |
5 | Horizontal Brownian motions of the quaternionic Hopf fibrationspp. 157–188 |
6 | Horizontal Brownian motions of the quaternionic anti–de Sitter fibrationspp. 189–214 |
7 | Horizontal Brownian motions of the octonionic Hopf and anti–de Sitter fibrationspp. 215–232 |
8 | Horizontal Brownian motions of the Stiefel fibrationspp. 233–266 |
9 | Horizontal Brownian motions of the hyperbolic Stiefel fibrationpp. 267–295 |
A | A primer on stochastic calculuspp. 297–314 |
B | Special diffusionspp. 315–325 |
C | Radial part of the Laplacian in rank-one symmetric spacesp. 327 |
Referencespp. 329–339 | |
Indexpp. 341–342 |