Related papers: On Malliavin's proof of H\"ormander's theorem
We study stochastic differential equations driven by finite-order chaos processes on abstract Wiener spaces, with pathwise Riemann-Stieltjes integration. The driving noise is an $\mathbb{R}^m$-valued chaotic process given by multiple…
We translate in semigroup theory Bismut's way of the Malliavin calculus.
We consider differential equations driven by rough paths and study the regularity of the laws and their long time behavior. In particular, we focus on the case when the driving noise is a rough path valued fractional Brownian motion with…
We provide sufficient conditions for the existence and uniqueness of solutions to a stochastic differential equation which arises in a price impact model. These conditions are stated as smoothness and boundedness requirements on utility…
In the paper [25], written in collaboration with Gesine Reinert, we proved a universality principle for the Gaussian Wiener chaos. In the present work, we aim at providing an original example of application of this principle in the…
We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…
Malliavin calculus provides a characterization of the centered model in regularity structures that is stable under removing the small-scale cut-off. In conjunction with a spectral gap inequality, it yields the stochastic estimates of the…
In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
This paper was motivated by a recent paper by Krumm and Pollack investigating modulo-$p$ behaviour of quadratic twists with rational points of a given hyperelliptic curve, conditional on the abc-conjecture. We extend those results to…
We consider a non-autonomous ordinary differential equation on a smooth manifold, with right-hand side that randomly switches between the elements of a finite family of smooth vector fields. For the resulting random dynamical system, we…
The stochastic partial differential equation analyzed in this work is the Cahn-Hilliard equation perturbed by an additive fractional white noise (fractional in time and white in space). We work in the case of one spatial dimension and apply…
Consider a symplectic map which possesses a normally hyperbolic invariant manifold of any even dimension with transverse homoclinic channels. We develop a topological shadowing argument to prove the existence of Arnold diffusion along the…
This paper proves new results on spectral and scattering theory for matrix-valued Schr\"odinger operators on the discrete line with non-compactly supported perturbations whose first moments are assumed to exist. In particular, a Levinson…
A complete recipe of measure-preserving diffusions in Euclidean space was recently derived unifying several MCMC algorithms into a single framework. In this paper, we develop a geometric theory that improves and generalises this…
In this paper, based on a known formula, we use a simple idea to get a new representation for the density of Malliavin differentiable random variables. This new representation is particularly useful for finding lower bounds for the density.
Motivated by the classification of solutions of harmonic functions, we investigate Liouville type theorems for the fractional Navier-Stokes equations in $\mathbb{R}^3$ under some conditions on the boundedness of fractional derivatives. We…
The Mellin transform is usually applied in probability theory to the product of independent random variables. In recent times the machinery of the Mellin transform has been adopted to describe the L\'evy stable distributions, and more…
Let $L$ be an infinitely degenerate second-order linear operator defined on a bounded smooth Euclidean domain. Under weaker conditions than those of H\"ormander, we show that the Dirichlet problem associated with $L$ has a unique smooth…
We obtain Liouville type theorems for degenerate elliptic equation with a drift term and a potential. The diffusion is driven by H\"ormander operators. We show that the conditions imposed on the coefficients of the operator are optimal.…