Related papers: Stochastic manifolds
The purpose of this paper is to provide a both comprehensive and summarizing account on recent results about analysis and geometry on configuration spaces $\Gamma_X$ over Riemannian manifolds $X$. Particular emphasis is given to a complete…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
Latent manifolds of autoencoders provide low-dimensional representations of data, which can be studied from a geometric perspective. We propose to describe these latent manifolds as implicit submanifolds of some ambient latent space. Based…
Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…
The purpose of this paper is to examine stochastic Markovian models for circuits in phase space for which the drift term is equivalent to the standard circuit equations. In particular we include dissipative components corresponding to both…
We prove that an analog of the exterior differential acts on the space of arbitrary Lagrangians of multidimensional paths on any manifold or supermanifold, thus making this space into a cochain complex. An analog of the Stokes' formula…
Stein's method is a method of probability approximation which hinges on the solution of a functional equation. For normal approximation the functional equation is a first order differential equation. Malliavin calculus is an…
The inverse problem of the calculus of variations consists in determining if the solutions of a given system of second order differential equations correspond with the solutions of the Euler-Lagrange equations for some regular Lagrangian.…
A diagram approach to classical nonlinear stochastic field theory is introduced. This approach is intended to serve as a link between quantum and classical field theories, resulting in an independent constructive characterisation of the…
We apply the Dirichlet forms version of Malliavin calculus to stochastic differential equations with jumps. As in the continuous case this weakens significantly the assumptions on the coefficients of the SDE. In spite of the use of the…
We compute the Riemannian connection and curvature for the Wasserstein space of a smooth compact Riemannian manifold.
For a mixed stochastic differential equation containing both Wiener process and a H\"older continuous process with exponent $\gamma>1/2$, we prove a stochastic viability theorem. As a consequence, we get a result about positivity of…
Manifold calculus is a form of functor calculus concerned with functors from some category of manifolds to spaces. A weakness in the original formulation is that it is not continuous in the sense that it does not handle well the natural…
Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…
We conservatively extend classical elementary differential calculus to the Cartesian closed category of convergence spaces. By specializing results about the convergence space representation of directed graphs, we use Cayley graphs to…
A theory of integration for anticommuting paths is described. This is combined with standard It\^o calculus to give a geometric theory of Brownian paths on curved supermanifolds. (Invited lecture given at meeting on `Espaces de Lacets',…
In this paper a Malliavin calculus for L\'evy processes based on a family of true derivative operators is developed. The starting point is an extension to L\'evy processes of the pioneering paper by Carlen and Pardoux [8] for the Poisson…
This essay explains an approach to the study of smooth manifolds which compares them to presheaves on a category of discs, also known as embedding calculus. We highlight recent work that shows this approach has many desirable properties, as…
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.
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…