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math.PR2022
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…
math.PR2022
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}{…