Publication:2909038

zbMath1257.37001MaRDI QIDQ2909038

Jacques Franchi, Yves Le Jan

Publication date: 29 August 2012

zbMATH Keywords

Brownian motion; martingales; ergodicity; Minkowski space; spectral gap; Haar measures; hyperbolic geometry; commutation relations; diffusion processes; Poincaré coordinates; Kleinian groups; mixing property; Liouville measures; harmonic measures; linear stochastic differential equations; stable leaves; foliated diffusions; Casimir and Laplace operators; central limit theorem of Sinai; geodesic and horocyclic flows; group-valued Brownian motions; hyperbolic and relativistic Brownian motions; Itô's stochastic calculus; Iwasawa and Cartan decompositions; Lorentz-Möbius group \(\text{PSO}(1,d)\)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

47D07: Markov semigroups and applications to diffusion processes

58J65: Diffusion processes and stochastic analysis on manifolds

35R60: PDEs with randomness, stochastic partial differential equations

37D40: Dynamical systems of geometric origin and hyperbolicity (geodesic and horocycle flows, etc.)

37-02: Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory

51M09: Elementary problems in hyperbolic and elliptic geometries

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