Stochastic areas, winding numbers and Hopf fibrations

DOI10.1007/s00440-016-0745-xzbMath1382.58027arXiv1602.06470OpenAlexW2963906242WikidataQ114229371 ScholiaQ114229371MaRDI QIDQ1682496

Jing Wang, Fabrice Baudoin

Publication date: 30 November 2017

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.06470

zbMATH Keywords

Brownian motionHopf fibrationhorizontal liftwinding numbersanti-de Sitter fibrationJacobi diffusionLévy's stochastic area formula

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (10)

Quaternionic Brownian windings ⋮ Explicit formulas of the heat kernel on the quaternionic projective spaces ⋮ Integral representation of the sub-elliptic heat kernel on the complex anti-de Sitter fibration ⋮ Heat content and horizontal mean curvature on the Heisenberg group ⋮ The subelliptic heat kernel of the octonionic anti-de Sitter fibration ⋮ Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions ⋮ The subelliptic heat kernel of the octonionic Hopf fibration ⋮ Densities of generalized stochastic areas and windings arising from Anti-de Sitter and Hopf fibrations ⋮ Octonionic Brownian windings ⋮ Conformal Transforms and Doob’s h-Processes on Heisenberg Groups

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The subelliptic heat kernel on the anti-de Sitter space
• The subelliptic heat kernel on the CR sphere
• The subelliptic heat kernels on \(\mathbf{SL}(2,\mathbb{R})\) and on its universal covering \(\widetilde{\mathbf{SL}(2,\mathbb{R})}\): Integral representations and some functional inequalities
• The Atiyah-Singer theorems: A probabilistic approach. I: The index theorem
• Large deviations for statistics of the Jacobi process
• The subelliptic heat kernel on \(\mathbf{SU}(2)\): representations, asymptotics and gradient bounds
• Laplacians and Riemannian submersions with totally geodesic fibres
• Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
• On hyperbolic Bessel processes and beyond
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excursions
• Multidimensional Stochastic Processes as Rough Paths
• Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
• Stochastic Taylor expansions and heat kernel asymptotics
• Areas of planar Brownian curves
• Asymptotic windings of Brownian motion paths on Riemann surfaces

This page was built for publication: Stochastic areas, winding numbers and Hopf fibrations