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Quadratic Wiener functionals and dynamics on Grassmannians

✍ Scribed by Keisuke Hara; Nobuyuki Ikeda

Publisher
Elsevier Science
Year
2001
Tongue
French
Weight
258 KB
Volume
125
Category
Article
ISSN
0007-4497

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✦ Synopsis

We introduce a new framework to study the structure of the probabilistic laws of quadratic Wiener functionals in terms of dynamics on Grassmannians. The key point is to identify the Jacobi equation derived by an analogue of Van Vleck formula with the space of its solutions according to M. Sato's fundamental idea. ο›™ 2001 Γ‰ditions scientifiques et mΓ©dicales Elsevier SAS

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