3 citations · 4 across the 4 of their papers we have counts for
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Generalized stochastic areas, Winding numbers, and hyperbolic Stiefel fibrations
Fabrice Baudoin, Nizar Demni, Jing Wang
We study the Brownian motion on the non-compact Grassmann manifold and some of its functionals. The key point is to realiz…
Asymptotic windings of the block determinants of a unitary Brownian motion and related diffusions
Fabrice Baudoin, Jing Wang
We study several matrix diffusion processes constructed from a unitary Brownian motion. In particular, we use the Stiefel fibration to lift the Brownian motion of the complex Grass…
Quaternionic Brownian windings
Fabrice Baudoin, Nizar Demni, Jing Wang
We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these win…
Quaternionic stochastic areas
Fabrice Baudoin, Nizar Demni, Jing Wang
We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces and . The characteris…