Quaternionic stochastic areas

arXiv1903.00727MaRDI QIDQ6314928FDOQ6314928

Authors: Fabrice Baudoin, Nizar Demni, Jing Wang 

Publication date: 2 March 2019

Abstract: We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces $mathbbH{H}^n$ and $mathbbH{P}^n$. The characteristic functions of fixed-time marginals of these processes are computed and allows for the explicit description of their corresponding large-time limits. We also obtain exact formulas for the semigroup densities of the stochastic area processes using a Doob transform in the former case and the semigroup density of the circular Jacobi process in the latter. For $mathbbH{H}^n$, the geometry of the quaternionic anti-de Sitter fibration plays a central role , whereas for $mathbbH{P}^n$, this role is played by the quaternionic Hopf fibration.

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