Related papers: Stochastic manifolds

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

Basic derivative formulas are presented for hypoelliptic heat semigroups and harmonic functions extending earlier work in the elliptic case. Emphasis is placed on developing integration by parts formulas at the level of local martingales.…

We give a mathematical definition of some path integrals, emphasizing those relevant to the quantization of symplectic manifolds (and more generally, Poisson manifolds) $\unicode{x2013}$ in particular, the coherent state path integral. We…

In this paper, we prove a finite dimensional approximation scheme for the Wiener measure on closed Riemannian manifolds, establishing a generalization for $L^{1}$-functionals, of the approach followed by Andersson and Driver on [1]. We…

We develop a mathematically well-defined path integral formalism for general symplectic manifolds. We argue that in order to make a path integral quantization covariant under general coordinate transformations on the phase space and involve…

We prove new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure. Our estimates apply to Banach spaces with non-trivial martingale (co)type and extend various results in…

We introduce the notion of Hamiltonian spaces for Manin pairs over manifolds, using the so-called generalized Dirac structures. As an example, we describe Hamiltonian spaces of a quasi-Lie bialgebroid using this general framework. We also…

The space of all Riemannian metrics on a smooth second countable finite dimensional manifold is itself a smooth manifold modeled on the space of symmetric (0,2)-tensor fields with compact support. It carries a canonical Riemannian metric…

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

A method for computing integrals of polynomial functions on compact symmetric spaces is given. Those integrals are expressed as sums of functions on symmetric groups.

This paper establishes compactness results for the moduli stack of holomorphic curves in suitable exploded manifolds. This result together with the analysis in arXiv:0902.0087 allows the definition of Gromov Witten invariants of these…

According to the Weinstein splitting theorem, any Poisson manifold is locally, near any given point, a product of a symplectic manifold with another Poisson manifold whose Poisson structure vanishes at the point. Similar splitting results…

In this article, we give some existence and smoothness results for the law of the solution to a stochastic heat equation driven by a finite dimensional fractional Brownian motion with Hurst parameter $H>1/2$. Our results rely on recent…

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

If $\mathbb{Y}$ is a random vector in $\mathbb{R}^{d}$, we denote by $P_{\mathbb{Y}}$ its probability distribution. Consider a random variable $X$ and a $d$-dimensional random vector $\mathbb{Y}$. Inspired by \cite{Pi}, we develop a…

We show that solving the Maurer-Cartan equations is, essentially, the same thing as performing the Hamiltonian reduction construction. In particular, any differential graded Lie algebra equipped with an even nondegenerate invariant bilinear…

Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-It\^o integrals, we define a 2D-stochastic current over the Brownian sheet. This concept comes from geometric measure theory. We also study…

The ratio of convexity radius over injectivity radius may be made arbitrarily small within the class of compact Riemannian manifolds of any fixed dimension at least two. This is proved using Gulliver's method of constructing manifolds with…