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1
Intro
2
The Lévy area formula
3
The Levy area formula
4
The complex projective space CP
5
Brownian motion in CP
6
Stochastic area in CP
7
Skew-product decomposition
8
Limit distribution
9
The complex hyperbolic space
10
Stochastic area in CH
11
Skew product decomposition
12
Winding form
13
Asymptotic Brownian Winding
Description:
Explore the intricacies of quaternionic Brownian windings in this 58-minute lecture by Fabrice BAUDOIN from the University of Connecticut. Delve into topics such as the Lévy area formula, Brownian motion in complex projective space, stochastic area in CP and CH, skew-product decomposition, and asymptotic Brownian winding. Gain insights into the complex hyperbolic space and limit distribution as part of the School and Workshop on Mixing and Control series presented by ICTP Mathematics.

Quaternionic Brownian Windings

ICTP Mathematics
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