Pitman transforms and Brownian motion in the interval viewed as an affine alcove

DOI10.24033/asens.2499zbMath1492.60227arXiv1808.09182OpenAlexW4287760430MaRDI QIDQ5085451

Manon Defosseux, Philippe Bougerol

Publication date: 27 June 2022

Published in: Annales scientifiques de l'École Normale Supérieure (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.09182

zbMATH Keywords

Brownian motionKac-Moody algebraPitman's transform

Mathematics Subject Classification ID

Kac-Moody (super)algebras; extended affine Lie algebras; toroidal Lie algebras (17B67) Brownian motion (60J65)

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