AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Petersson metric is established. The step from Brownian motion on the diffeomorphism group of the circle to Brownian motion on Jordan curves in C requires probabilistic arguments well beyond the classical theory of conformal welding, due to the lacking quasi-symmetry of canonical Brownian motion on Diff(S1). A new key step in our construction is the systematic use of a Kählerian diffusion on the space of Jordan curves for which the welding functional gives rise to conformal martingales, together with a Douady–Earle type conformal extension of vector fields on the circle to the disk
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
On s'intéresse dans cette thèse à l'étude de variables aléatoires sur les groupes de Lie compacts cl...
AbstractWe consider the path Zt described by a standard Brownian motion in Rd on some time interval ...
In this paper existence of the Brownian measure on Jordan curves with respect to the Weil-Petersson ...
AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Pe...
AbstractA.A. Kirillov has given a parametrization of the space U∞ of univalent functions on the clos...
AbstractFor infinitesimal data given on the group of diffeomorphism of the circle with respect to th...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
AbstractA Cameron–Martin-type theorem is proved for the canonical Brownian motion on the group of ho...
International audienceWe construct a stochastic process, called the Liouville Brownian motion which ...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Title: On Selected Geometric Properties of Brownian Motion Paths Author: Mgr. Ondřej Honzl E-mail Ad...
Dedicated to Elliott Lieb on the occasion of his 80th birthday ABSTRACT. Brownian motions on a metri...
We consider the path Zt described by a standard Brownian motion in on some time interval [0,t]. This...
ABSTRACT. Brownian motions on a metric graph are defined, their Feller property is proved, and their...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
On s'intéresse dans cette thèse à l'étude de variables aléatoires sur les groupes de Lie compacts cl...
AbstractWe consider the path Zt described by a standard Brownian motion in Rd on some time interval ...
In this paper existence of the Brownian measure on Jordan curves with respect to the Weil-Petersson ...
AbstractIn this paper existence of the Brownian measure on Jordan curves with respect to the Weil–Pe...
AbstractA.A. Kirillov has given a parametrization of the space U∞ of univalent functions on the clos...
AbstractFor infinitesimal data given on the group of diffeomorphism of the circle with respect to th...
We construct a stochastic process, called the Liouville Brownian mo-tion which we conjecture to be t...
AbstractA Cameron–Martin-type theorem is proved for the canonical Brownian motion on the group of ho...
International audienceWe construct a stochastic process, called the Liouville Brownian motion which ...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Title: On Selected Geometric Properties of Brownian Motion Paths Author: Mgr. Ondřej Honzl E-mail Ad...
Dedicated to Elliott Lieb on the occasion of his 80th birthday ABSTRACT. Brownian motions on a metri...
We consider the path Zt described by a standard Brownian motion in on some time interval [0,t]. This...
ABSTRACT. Brownian motions on a metric graph are defined, their Feller property is proved, and their...
In this research we are looking at Kakutani’s classical result on the connec-tion between Brownian m...
On s'intéresse dans cette thèse à l'étude de variables aléatoires sur les groupes de Lie compacts cl...
AbstractWe consider the path Zt described by a standard Brownian motion in Rd on some time interval ...