Related papers: A Class of infinite dimensional stochastic Process…

This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the $d$-dimensional Wiener process. We first obtain some verification theorems for…

In this paper we study the Dirichlet problem for fully nonlinear second-order equations on a riemannian manifold. As in a previous paper we define equations via closed subsets of the 2-jet bundle. Basic existence and uniqueness theorems are…

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…

For a stopped diffusion process in a multidimensional time-dependent domain $\D$, we propose and analyse a new procedure consisting in simulating the process with an Euler scheme with step size $\Delta$ and stopping it at discrete times…

Diffusion models have had a profound impact on many application areas, including those where data are intrinsically infinite-dimensional, such as images or time series. The standard approach is first to discretize and then to apply…

The uncertainty principle lemma for the Laplacian on Euclidean spaces shows the borderline-behavior of a potential for the following question : whether the Schr\"odinger operator has a finite or infinite number of the discrete pectrum. In…

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we…

We consider a class of manifolds $\mathcal{M}$ obtained by taking the connected sum of a finite number of $N$-dimensional Riemannian manifolds of the form $(\mathbb{R}^{n_i}, \delta) \times (\mathcal{M}_i, g)$, where $\mathcal{M}_i$ is a…

We study linear operators on a finite-dimensional space whose Kippenhahn curves consist of concentric circles centered at the origin. We say that such operators have Circularity property. One class of examples is rotationally invariant…

We study, in the setting of algebraic varieties, finite-dimensional spaces of functions V that are invariant under a ring D^V of differential operators, and give conditions under which D^V acts irreducibly. We show how this problem,…

It is shown that a covariant derivative on any d-dimensional manifold M can be mapped to a set of d operators acting on the space of functions on the principal Spin(d)-bundle over M. In other words, any d-dimensional manifold can be…

We study the behaviour on rearrangement-invariant spaces of such classical operators of interest in harmonic analysis as the Hardy-Littlewood maximal operator (including the fractional version), the Hilbert and Stieltjes transforms, and the…

In this article, we study strictly convex functions on Riemannian manifolds without focal points, a broad class of manifolds encompassing all Hadamard manifolds as well as a large collection of manifolds whose sectional curvatures change…

We prove convergence of symmetric diffusions on Wiener spaces by using stopping times arguments and capacity techniques. The drifts of the diffusions can be singular, we require the densities of the processes to be neither bounded from…

We identify the leading term in the asymptotics of the quadratic Wasserstein distance between the invariant measure and empirical measures for diffusion processes on closed weighted four-dimensional Riemannian manifolds. Unlike results in…