Nov 22, 2019

Stochastic differential equations for Lie group valued moment maps

Date: November 22, 2019 | 2:00 pm – 3:00 pm
Speaker: Daria Smirnova, University of Geneva
Location: 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.

More Information:

Date:
November 22, 2019
2:00 pm – 3:00 pm

Speaker:
Daria Smirnova, University of Geneva

Location:
Heinzel Seminar Room / Office Bldg West (I21.EG.101)

Contact:

PETZ Caroline

Email:
cpetz@ist.ac.at

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