Martin Auer

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20242026

most citedAn explicit formula for free multiplicative Brownian motions via spherical functions

2 citations · 2 across the 3 of their papers we have counts for

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math.PR2025

Free positive multiplicative Brownian motion and the free additive convolution of semicircle and uniform distribution

Martin Auer

The free positive multiplicative Brownian motion $(h_{t})_{t \geq 0}$ is the large $N$ limit in non-commutative distribution of matrix geometric Brownian motion. It can be constructed…