Stochastic areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels

arXiv2212.07483MaRDI QIDQ6420569FDOQ6420569

Authors: Fabrice Baudoin, Nizar Demni, Jing Wang 

Publication date: 14 December 2022

Abstract: The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the theory of Brownian motions and horizontal Brownian motions on manifolds. Emphasis is put on concrete examples which allows us to concretely illustrate the rich and deep interactions between stochastic calculus, Riemannian and sub-Riemannian geometry, the theory of complex and quaternionic symmetric spaces and random matrices.

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