Quaternionic stochastic areas
Quaternionic stochastic areas
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四元数随机区域
DOI:
10.1016/j.spa.2020.09.002
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发表时间:
2021
影响因子:
1.4
通讯作者:
Wang, Jing
中科院分区:
文献类型:
--
作者:
Baudoin, Fabrice;Demni, Nizar;Wang, Jing
We define and study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces H H n and H P n. The characteristic functions of fixed-time marginals of these processes are computed and allow 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 H H n, the geometry of the quaternionic anti-de Sitter fibration plays a central role, whereas for H P n, this role is played by the quaternionic Hopf fibration.
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DOI:
--
发表时间:
2000
期刊:
影响因子:
--
作者:
W. Jelonek
通讯作者:
W. Jelonek
DOI:
--
发表时间:
2016
期刊:
影响因子:
--
作者:
Fabrice Baudoin;Jing Wang
通讯作者:
Jing Wang
影响因子:
0.8
作者:
V. V. Volchkov;V. Volchkov
通讯作者:
V. Volchkov
影响因子:
1.1
作者:
Jing Wang
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Jing Wang
影响因子:
0.5
作者:
Fabrice Baudoin;E. Grong;G. Molino;L. Rizzi
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