Related papers: On Malliavin's proof of H\"ormander's theorem
We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Riemannian structure and that the drift vector field lies in the…
The definition of conditional probability in case of continuous distributions was an important step in the development of mathematical theory of probabilities. How can we define this notion in algorithmic probability theory? In this survey…
The purpose of this note is to give an accessible proof of Moliens Theorem in Invariant Theory, in the language of today's Linear Algebra and Group Theory, in order to prevent this beautiful theorem from being forgotten.
This paper proves two theorems. The first of these simplifies and lends clarity to the previous characterizations of the invariant subspaces of $S$, the operator of multiplication by the coordinate function $z$, on…
We consider a diffusion process $X_{t}$ and a skeleton curve $x_{t}(\phi)$ and we give a lower bound for $P(\sup_{t\leq T}d(X_{t},x_{t}(\phi))\leq R)$. This result is obtained under the hypothesis that the strong H\"{o}rmander condition of…
Diffusion models, which convert noise into new data instances by learning to reverse a diffusion process, have become a cornerstone in contemporary generative modeling. In this work, we develop non-asymptotic convergence theory for a…
Kelvin's Theorem on conservation of circulations is an essential ingredient of G. I. Taylor's theory of turbulent energy dissipation by the process of vortex-line stretching. In previous work, we have proposed a nonlinear mechanism for the…
In this paper we present the Edgeworth expansion for the Euler approximation scheme of a continuous diffusion process driven by a Brownian motion. Our methodology is based upon a recent work \cite{Yoshida2013}, which establishes Edgeworth…
In a seminal paper of 2005, Nualart and Peccati discovered a surprising central limit theorem (called the "Fourth Moment Theorem" in the sequel) for sequences of multiple stochastic integrals of a fixed order: in this context, convergence…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…
We study the small-mass (overdamped) limit of Langevin equations for a particle in a potential and/or magnetic field with matrix-valued and state-dependent drift and diffusion. We utilize a bootstrapping argument to derive a hierarchy of…
There is a need in general relativity for a consistent and useful mathematical theory defining the multiplication of tensor distributions in a geometric (diffeomorphism invariant) way. Significant progress has been made through the concept…
In this work we present (and encourage the use of) the Williamson theorem and its consequences in several contexts in physics. We demonstrate this theorem using only basic concepts of linear algebra and symplectic matrices. As an immediate…
We study when a given Gaussian random variable on a given probability space $(\Omega, {\cal{F}}, P) $ is equal almost surely to $\beta_{1}$ where $\beta $ is a Brownian motion defined on the same (or possibly extended) probability space. As…
We prove an extension of Hoermander's classical result on hypoelliptic second order equations, where the coefficients of the related vector fields are globally Lipschitz and satisfy the classical Hoermander condition on a dense set while…
We show that a necessary and sufficient condition for a smooth function on the tangent bundle of a manifold to be a Lagrangian density whose action can be minimized is, roughly speaking, that it be the sum of a constant, a nonnegative…
We show how the Fourier transform for distributional sections of vector bundles over symmetric spaces of non-compact type $G/K$ can be used for questions of solvability of systems of invariant differential equations in analogy to…
The Malliavin derivative for a L\'evy process $(X_t)$ can be defined on the space $\DD_{1,2}$ using a chaos expansion or in the case of a pure jump process also via an increment quotient operator \cite{sole-utzet-vives}. In this paper we…
We investigate Maxwell's attempt to justify the mathematical assumptions behind his 1860 Proposition IV according to which the velocity components of colliding particles follow the normal distribution. Contrary to the commonly held view we…