Stochastic differential equations for Lie group valued moment maps
Stochastic differential equations for Lie group valued moment maps
The celebrated result by Biane-Bougerol-O’Connell relates Duistermaat-Heckman (DH) measures for coadjoint orbits of a compact Lie group G with the multi-dimensional Pitman transform of the Wiener process on its Cartan subalgebra. The DH theory admits several non-trivial generalizations. In this paper, we consider the case of G=SU(2), and we give …