Laplace's method for iterated complex Brownian integrals

DOI10.1007/s00440-004-0409-0zbMath1082.60044MaRDI QIDQ2570832

Grégory Liorit

Publication date: 28 October 2005

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

Full work available at URL: https://doi.org/10.1007/s00440-004-0409-0

zbMATH Keywords

iterated stochastic integrals; complex semisimple group; representations theory

Mathematics Subject Classification ID

17B10: Representations of Lie algebras and Lie superalgebras, algebraic theory (weights)

60J65: Brownian motion

43A85: Harmonic analysis on homogeneous spaces

22E30: Analysis on real and complex Lie groups

22E46: Semisimple Lie groups and their representations

60H05: Stochastic integrals

15B52: Random matrices (algebraic aspects)

60B99: Probability theory on algebraic and topological structures

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