4 papers
Geometric functionals of Brownian motion on Hermitian symmetric spaces of non-compact type
Fabrice Baudoin, Alexandre Reber
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after a…
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…
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…
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…