3 papers
math.PR2025
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…
math.PR2025
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…
math.PR2025
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…