3 papers
math.PR2025
Quaternionic stochastic areas on quaternionic full flag manifolds and applications
Fabrice Baudoin, Teije Kuijper, Jing Wang
We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By…
math.PR2025
Brownian motion and stochastic areas on complex full flag manifolds
Fabrice Baudoin, Nizar Demni, Teije Kuijper +1
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation ac…
math.PR2024
On the law of the index of Brownian loops related to the Hopf and anti-de Sitter fibrations
Fabrice Baudoin, Teije Kuijper
We give explicit formulas and asymptotics for the distribution of the index of the Brownian loop in the following geometrical settings: the complex projective line from which two p…