Stochastic analysis on finite dimensional Siegel disks, approach to the infinite dimensional Siegel disk and upper half-plane

DOI10.1016/J.BULSCI.2004.02.010MaRDI QIDQ707271zbMATH OpenOpenAlexFDO

Authors Hélène Airault

Publication date 9 February 2005

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2004.02.010

zbMATH Keywords

Infinite dimensional Lie groupsItô calculusStochastic analysisSymplectic group

Mathematics Subject Classification ID

Representations of Lie and linear algebraic groups over real fields: analytic methods (22E45) Homogeneous complex manifolds (32M10) Complex spaces with a group of automorphisms (32M99) Harmonic analysis on homogeneous spaces (43A85) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65)

Review text

The author considers the finite-dimensional Siegel disk, and various stochastic differential equations as a finite-dimensional approximation of the Brownian motion on the infinite-dimensional Siegel disk constructed by the author and \textit{P. Malliavin} [Ukr. Math. J. 52, No. 9, 1324--1333 (2000) and Ukr. Mat. Zh. 52, No. 9, 1158--1165 (2000; Zbl 0971.60071)].

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Cited in

(4)

• Ornstein-Uhlenbeck operators and unitarizing measures in the Poincaré disk
• Invariant or quasi-invariant probability measures for infinite dimensional groups. II: Unitarizing measures or Berezinian measures
• Identities for vector fields in the infinitesimal representation of the symplectic group into the Siegel disk of complex symmetric matrices
• Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions

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