Related papers: Non-explosion of diffusion processes on manifolds …

In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…

Let $\{g_t\}_{t\in [0,T)}$ be a family of complete time-depending Riemannian matrics on a manifold which evolves under backwards Ricci flow. The It\^{o} formula is established for the $\mathcal{L}$-distance of the $g_t$-Brownian motion to a…

In this paper it is proven that the volume entropy of a riemannian metric evolving by the Ricci flow, if does not collapse, nondecreases. Therefore, it provides a sufficient condition for a solution to collapse. Then, for the limit…

In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider…

We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be…

We introduce a new entropy functional for nonnegative solutions of the heat equation on a manifold with time-dependent Riemannian metric. Under certain integral assumptions, we show that this entropy is non-decreasing, and moreover convex…

Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…

We show that the norm of the Riemann curvature tensor of any smooth solution to the Ricci flow can be explicitly estimated in terms of its initial values on a given ball, a local uniform bound on the Ricci tensor, and the elapsed time. This…

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

A question about Ricci flow is when the diameters of the manifold under the evolving metrics stay finite and bounded away from 0. Topping \cite{T:1} addresses the question with an upper bound that depends on the $L^{(n-1)/2}$ bound of the…

We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we…

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Let M be a closed oriented three-manifold, whose prime decomposition contains no aspherical factors. We show that for any initial riemannian metric on M the solution to the Ricci flow with surgery, defined in our previous paper…

We introduce a framework for designing efficient diffusion models for $d$-dimensional symmetric-space Riemannian manifolds, including the torus, sphere, special orthogonal group and unitary group. Existing manifold diffusion models often…

We demonstrate experimentally that a Brownian particle is subject to inertial effects at long time scales. By using a blinking optical tweezers, we extend the range of previous experiments by several orders of magnitude up to a few seconds.…

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

Bardina and Jolis [Stochastic process. Appl. 69 (1997) 83--109] prove an extension of It\^{o}'s formula for $F(X_t,t)$, where $F(x,t)$ has a locally square-integrable derivative in $x$ that satisfies a mild continuity condition in $t$ and…

We establish effective existence and uniqueness for the heat flow on time-dependent Riemannian manifolds, under minimal assumptions tailored towards the study of Ricci flow through singularities. The main point is that our estimates only…

For an immortal Ricci flow on an $m$-dimensional $(m\ge 3)$ closed manifold, we show the following convergence results: (1) if the curvature and diameter are uniformly bounded, then any unbounded sequence of time slices sub-converges to a…

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…