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Monotone increment processes, classical Markov processes and Loewner chains (Probability Symposium)

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Abstract

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.

Journal

  • RIMS Kokyuroku

    RIMS Kokyuroku 2177 45-54, 2021-04

    京都大学数理解析研究所

Details

  • CRID
    1050570796221731200
  • NII Book ID
    AN00061013
  • HANDLE
    2433/264807
  • ISSN
    18802818
  • Text Lang
    en
  • Article Type
    departmental bulletin paper
  • Data Source
    • IRDB

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