Related papers: The differentiation of hypoelliptic diffusion semi…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
In an attempt to generalize the Hamilton's principle, an action functional is proposed which, unlike the standard version of the principle, accounts properly for all initial data and the possible presence of dissipation. To this end, the…
A set of pointwise estimates are established for local solutions to nonlocal diffusion equations with a drift term. In particular, our Harnack estimates are the first ones for such equations, and our H\"older regularity refines certain…
We consider random variables of the form $F=f(V_1,...,V_n)$, where $f$ is a smooth function and $V_i,i\in\mathbb{N}$, are random variables with absolutely continuous law $p_i(y) dy$. We assume that $p_i$, $i=1,...,n$, are piecewise…
We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…
We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our…
Given a random variable $F$ regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and almost any continuous probability law on the real line. The bounds are given in terms of the…
We adopt a Gamma and Malliavin Calculi point of view in order to generalize Score-based diffusion Generative Models (SGMs) to an infinite-dimensional abstract Hilbertian setting. Particularly, we define the forward noising process using…
In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and L\^e (2021), are Malliavin differentiable. We use this to prove existence of a density when the diffusion coefficients satisfies…
A new method is proposed for integrating the equations of motion of an elastic filament. In the standard finite-difference and finite-element formulations the continuum equations of motion are discretized in space and time, but it is then…
We give a new characterization for the convergence in distribution to a standard normal law of a sequence of multiple stochastic integrals of a fixed order with variance one, in terms of the Malliavin derivatives of the sequence. We extend…
This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…
The problem of finding superintegrable Hamiltonians and their integrals of motion can be reduced to solving a series of compatibility equations that result from the overdetermination of the commutator or Poisson bracket relations. The…
This paper deals with the multi-term generalisation of the time-fractional diffusion-wave equation for general operators with discrete spectrum, as well as for positive hypoelliptic operators, with homogeneous multi-point time-nonlocal…
By means of the Malliavin calculus, integral representations for the likelihood function and for the derivative of the log-likelihood function are given for a model based on discrete time observations of the solution to equation…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
The work presents integral solutions of the fractional subdiffusion equation by an integral method, as an alternative approach to the solutions employing hypergeometric functions. The integral solution suggests a preliminary defined profile…
Hamilton's principle is extended to have compatible initial conditions to the strong form. To use a number of computational and theoretical benefits for dynamical systems, the mixed variational formulation is preferred in the systems other…
The formulation of combinatorial differential forms, proposed by Forman for analysis of topological properties of discrete complexes, is extended by defining the operators required for analysis of physical processes dependent on scalar…