18 citations · 33 across the 18 of their papers we have counts for
19 papers
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…
Weighted Besov spaces on Heisenberg groups and applications to the Parabolic Anderson model
Fabrice Baudoin, Li Chen, Che-Hung Huang +3
This article aims at a proper definition and resolution of the parabolic Anderson model on Heisenberg groups . This stochastic PDE is understood in a pathwise (Stra…
Parabolic Anderson model in bounded domains of recurrent metric measure spaces
Fabrice Baudoin, Li Chen, Che-Hung Huang +3
A metric measure space equipped with a Dirichlet form is called recurrent if its Hausdorff dimension is less than its walk dimension. In bounded domains of such spaces we study the…
Stochastic areas, Horizontal Brownian Motions, and Hypoelliptic Heat Kernels
Fabrice Baudoin, Nizar Demni, Jing Wang
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentiall…
Parabolic Anderson model on Heisenberg groups: the Itô setting
Fabrice Baudoin, Cheng Ouyang, Samy Tindel +1
In this note we focus our attention on a stochastic heat equation defined on the Heisenberg group of order . This equation is written as $\partial_t u=\frac{1}{…