Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane (Q707271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane |
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Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane (English)
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9 February 2005
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The author considers the finite-dimensional Siegel disk, and various stochastic differential equations as a finite-dimensional approximation of the Brownian motion on the infinite-dimensional Siegel disk constructed by the author and \textit{P. Malliavin} [Ukr. Math. J. 52, No. 9, 1324--1333 (2000) and Ukr. Mat. Zh. 52, No. 9, 1158--1165 (2000; Zbl 0971.60071)].
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Infinite dimensional Lie groups
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Stochastic analysis
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Itô calculus
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Symplectic group
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