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)

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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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