4 papers · 1 filter
Brownian motion and stochastic areas on complex partial flag manifolds with blocks of equal size
Teije Kuijper
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This constructi…
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…