Stochastic differential equations for Lie group valued moment maps

Anton Alekseev, Elizaveta Arzhakova, Daria Smirnova

The celebrated result by Biane-Bougerol-O'Connell relates Duistermaat-Heckman (DH) measures for coadjoint orbits of a compact Lie group $G$ with the multi-dimensional Pitman transf…