Browsing Department of Mathematics by Author "Neel, Robert"
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Radial processes for sub-Riemannian Brownian motions and applications
Baudoin, Fabrice; Grong, Erlend; Kuwada, Kazumasa; Neel, Robert; Thalmaier, Anton (Journal article; Peer reviewed, 2020)We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô’s formula is proved for the radial processes associated to Riemannian distances approximating the Riemannian ...