Stochastic Areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels

  • Fabrice Baudoin

    Aarhus University, Denmark
  • Nizar Demni

    New York University Abu Dhabi, United Arab Emirates
  • Jing Wang

    Purdue University West Lafayette, USA
Stochastic Areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels cover

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FrontmatterDownload pp. i–iv
PrefaceDownload pp. v–vi
ContentsDownload pp. vii–ix
IntroductionDownload pp. 1–4
1Stochastic areas and Brownian winding functionalspp. 5–49
2Brownian motions on Lie groups and Riemannian manifoldspp. 51–71
3Horizontal Brownian motionspp. 73–114
4Horizontal Brownian motions of the Hopf and anti–de Sitter fibrationspp. 115–156
5Horizontal Brownian motions of the quaternionic Hopf fibrationspp. 157–188
6Horizontal Brownian motions of the quaternionic anti–de Sitter fibrationspp. 189–214
7Horizontal Brownian motions of the octonionic Hopf and anti–de Sitter fibrationspp. 215–232
8Horizontal Brownian motions of the Stiefel fibrationspp. 233–266
9Horizontal Brownian motions of the hyperbolic Stiefel fibrationpp. 267–295
AA primer on stochastic calculuspp. 297–314
BSpecial diffusionspp. 315–325
CRadial part of the Laplacian in rank-one symmetric spacesp. 327
Referencespp. 329–339
Indexpp. 341–342