QUANTUM TANAKA FORMULA IN TERMS OF QUANTUM BROWNIAN MOTION
نویسندگان
چکیده
منابع مشابه
Brownian motion, reflection groups and Tanaka formula
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the decomposition we obtain may be seen as a multidimensional extension of Tanaka’s formula for linear Brownian motion. The paper is closed with a description of the boun...
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ژورنال
عنوان ژورنال: Bulletin of the Australian Mathematical Society
سال: 2011
ISSN: 0004-9727,1755-1633
DOI: 10.1017/s0004972710001954