Related papers: On Malliavin's proof of H\"ormander's theorem

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

In this paper we consider a class of stochastic differential equations driven by subordinate Brownian motion with Markovian switching. We use Malliavin calculus to study the smoothness of the density for the solution under uniform…

Conditional diffusion models serve as the foundation of modern image synthesis and find extensive application in fields like computational biology and reinforcement learning. In these applications, conditional diffusion models incorporate…

The goal of this work is to prove an analogue of a recent result of Harper on almost sure lower bounds of random multiplicative functions, in a setting that can be thought of as a simplified function field analogue. It answers a question…

We present a collection of explicit diffusion approximations to small temperature Schr\"{o}dinger bridges on manifolds. Our most precise results are when both marginals are the same and the Schr\"{o}dinger bridge is on a manifold with a…

The present paper is devoted to a new multidimensional generalization of the Beurling and Malliavin Theorem, which is a classical result in the Uncertainty Principle in Fourier Analysis. In more detail, we establish by an elegant but simple…

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…

This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…

We investigate Fourier multipliers on the compact dual of arbitrary discrete groups. Our main result is a H\"ormander-Mihlin multiplier theorem for finite-dimensional cocycles with optimal smoothness condition. We also find Littlewood-Paley…

In this paper we study the existence of a unique solution to a general class of Young delay differential equations driven by a H\"older continuous function with parameter greater that 1/2 via the Young integration setting. Then some…

We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…

We construct surface measures in a Hilbert space endowed with a probability measure $\nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other…

Score-based diffusion models, while achieving minimax optimality for sampling, are often hampered by slow sampling speeds due to the high computational burden of score function evaluations. Despite the recent remarkable empirical advances…

The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…

In this paper, we consider the problem of learning a first-order theorem prover that uses a representation of beliefs in mathematical claims to construct proofs. The inspiration for doing so comes from the practices of human mathematicians…

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…

We present an improved analysis of the Euler-Maruyama discretization of the Langevin diffusion. Our analysis does not require global contractivity, and yields polynomial dependence on the time horizon. Compared to existing approaches, we…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

We consider stochastic integration with respect to fractional Brownian motion (fBm) with $H < 1/2$. The integral is constructed as the limit, where it exists, of a sequence of Riemann sums. A theorem by Gradinaru, Nourdin, Russo & Vallois…

With the help of the methods developed in our previous article [Schmitz, to appear in "Annales de l'I.H.P. Prob. & Stat.], we highlight condition (T) as a source of new examples of 'ballistic' diffusions in a random environment when d>1…