Monotone increment processes, classical Markov processes and Loewner chains (Probability Symposium)
- Hasebe, Takahiro
- Department of Mathematics, Hokkaido University
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This is a summary of the paper [FHS20]. The main result is the construction of bijections of the three objects: non-commutative stochastic processes with monotonically independent increments; certain decreasing Loewner chains in the upper half-plane; a special class of real-valued Markov processes.
- RIMS Kokyuroku
RIMS Kokyuroku 2177 45-54, 2021-04