Brownian sheet and time inversion - From $G$-orbit to $L(G)$-orbit - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2021

Brownian sheet and time inversion - From $G$-orbit to $L(G)$-orbit

Manon Defosseux
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Résumé

We have proved in a previous paper that a space-time Brownian motion conditioned to remain in a Weyl chamber associated to an affine Kac-Moody Lie algebra is distributed as the radial part process of a Brownian sheet on the compact real form of the underlying finite dimensional Lie algebra, the radial part being defined considering the coadjoint action of a loop group on the dual of a centrally extended loop algebra. We present here a very brief proof of this result based on a time inversion argument and on elementary stochastic differential calculus.
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Dates et versions

hal-03289670 , version 1 (18-07-2021)

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Manon Defosseux. Brownian sheet and time inversion - From $G$-orbit to $L(G)$-orbit. 2021. ⟨hal-03289670⟩
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