# Quaternionic stochastic areas

## TL;DR

This paper analyzes quaternionic stochastic area processes linked to Brownian motions on specific symmetric spaces, deriving their characteristic functions, large-time behavior, and explicit density formulas using geometric fibrations.

## Contribution

It provides the first explicit formulas for the characteristic functions and densities of quaternionic stochastic areas on hyperbolic and projective spaces, connecting geometry with stochastic analysis.

## Key findings

- Explicit characteristic functions for fixed-time marginals.
- Large-time limit descriptions of the processes.
- Exact formulas for semigroup densities using geometric fibrations.

## Abstract

We study quaternionic stochastic areas processes associated with Brownian motions on the quaternionic rank-one symmetric spaces $\mathbb{H}H^n$ and $\mathbb{H}P^n$. The characteristic functions of fixed-time marginals of these processes are computed and allows for the explicit description of their corresponding large-time limits. We also obtain exact formulas for the semigroup densities of the stochastic area processes using a Doob transform in the former case and the semigroup density of the circular Jacobi process in the latter. For $\mathbb{H}H^n$, the geometry of the quaternionic anti-de Sitter fibration plays a central role , whereas for $\mathbb{H}P^n$, this role is played by the quaternionic Hopf fibration.