Related papers: Relationship between stochastic flows and connecti…
We generalize for the Bilaplacian the Eells-Elworthy- Malliavin construction of the Brownian motion on a Riemannian manifold.
We show how the theory of stochastic flows allows to recover in an elementary way a well known result of Warren on the sticky Brownian motion equation.
We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…
A new derivation of the flow of metrics in the Type IIA flow is given. It is adapted to the formulation of the flow as a variant of a Laplacian flow, and it uses the projected Levi-Civita connection of the metrics themselves instead of…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
Following Le Jan and Watanabe we define a connection associated with a non-degenrrate diffusion operators. This connection is characterized here and shown to be the Levi-Civita connection for gradient systems. This both explains why such…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid and a Brownian-like flow.
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
Analogous to the characterisation of Brownian motion on a Riemannian manifold as the development of Brownian motion on a Euclidean space, we construct sub-Riemannian diffusions on equinilpotentisable sub-Riemannian manifolds by developing a…
We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…
The purpose of this note is to give an example of stochastic flows of kernels, which naturally interpolates between the Arratia coalescing flow associated with systems of coalescing independent Brownian particles on the circle and the…
We prove that solutions of stochastic differential equations driven by fractional Brownian motion for $H>1/2$ define flows of homeomorphisms on $\mathbb{R}^{d}$.
The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…
We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic…
We introduce a notion of generalized stochastic flows on mani- folds, that extends to the viscous case the one defined by Brenier for perfect fluids. Their kinetic energy extends the classical kinetic energy to Brownian flows, defined as…
We study a simple stochastic differential equation driven by one Brownian motion on a general oriented metric graph whose solutions are stochastic flows of kernels. Under some condition, we describe the laws of all solutions. This work is a…