Journal of Lie Theory 24 (2014), No. 3, 761--790
Copyright Heldermann Verlag 2014
Wrapping Brownian Motion and Heat Kernels II: Symmetric Spaces
David G. Maher
Market Risk, Wholesale Banking, National Australia Bank, L2/88 Wood Street, London EC2V 7QQ, United Kingdom
David.G.Maher@nab.com.au
We extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvière's formula and the e-function are considered. Additionally, we extend some of our results to complex Lie groups, and certain non-compact symmetric spaces.
Keywords: Symmetric spaces, complex Lie group, Brownian motion, wrapping map.
MSC: 43A80, 22E30, 58J65, 53C35
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