22. Nov 2019
Stochastic differential equations for Lie group valued moment maps
Datum: 22. November 2019 |
14:00 –
15:00
Sprecher:
Daria Smirnova, University of Geneva
Veranstaltungsort: Heinzel Seminar Room / Office Bldg West (I21.EG.101)
The classical work of Pitman in probability theory establishes a surprizing link between the Brownian motion in dimensions one and three. This relation was interpreted by Biane-Bougerol-O’Connell in terms of the Duistermaat-Heckman measure from symplectic geometry.
We generalize these constructions for the case of Brownian motion on curved three dimensional spaces: the 3-sphere and the hyperbolic space. The case of the hyperbolic space is intimately related to the quantum group U_q(sl(2)). We method is a combination of analytic results and numerical experiements which allowed to rule out some of the scenarios.
We generalize these constructions for the case of Brownian motion on curved three dimensional spaces: the 3-sphere and the hyperbolic space. The case of the hyperbolic space is intimately related to the quantum group U_q(sl(2)). We method is a combination of analytic results and numerical experiements which allowed to rule out some of the scenarios.
