Related papers: Regular subspaces of skew product diffusions

We study diffusion processes and stochastic flows which are time-changed random perturbations of a deterministic flow on a manifold. Using non-symmetric Dirichlet forms and their convergence in a sense close to the Mosco-convergence, we…

In this paper, we shall explore the Mosco convergence on regular subspaces of one-dimensional irreducible and strongly local Dirichlet forms. We find that if the characteristic sets of regular subspaces are convergent, then their associated…

The main purpose of this paper is to explore the structure of local and regular Dirichlet forms associated with symmetric linear diffusions. Let $(\mathcal{E},\mathcal{F})$ be a regular and local Dirichlet form on $L^2(I,m)$, where $I$ is…

This article provides tools for the study of the Dirichlet random walk in $\mathbb{R}^d$. By this we mean the random variable $W=X_1\Theta_1+\cdots+X_n\Theta_n$ where $X=(X_1,\ldots,X_n) \sim \mathcal{D}(q_1,\ldots,q_n)$ is Dirichlet…

The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…

The skew mean curvature flow is an evolution equation for a $d$ dimensional manifold immersed into $\mathbb{R}^{d+2}$, and which moves along the binormal direction with a speed proportional to its mean curvature. In this article, we prove…

Let $E$ be the class of finite (resp. probability) measures absolutely continuous with respect to a $\sigma$-finite Radon measure on a Polish space. We present a criterion on the quasi-regularity of Dirichlet forms on $E$ in terms of upper…

In this paper, we consider the dynamics of a skew-product map defined on the Cartesian product of the symbolic one-sided shift space on $N$ symbols and the complex sphere where we allow $N$ rational maps, $R_{1}, R_{2}, \cdots, R_{N}$, each…

For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…

Let G \subset \R^k be a convex polyhedral cone with vertex at the origin given as the intersection of half spaces {G_i, i= 1, ..., N}, where n_i and d_i denote the inward normal and direction of constraint associated with G_i, respectively.…

We demonstrate the non-ergodicity of a simple Markovian stochastic processes with space-dependent diffusion coefficient $D(x)$. For power-law forms $D(x) \simeq|x|^{\alpha}$, this process yield anomalous diffusion of the form $\ < x^2(t)\ >…

We apply improved elliptic regularity results to a concrete symmetric Dirichlet form and various non-symmetric Dirichlet forms with possibly degenerate symmetric diffusion matrix. Given the (non)-symmetric Dirichlet form, using elliptic…

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

Diffusion models typically operate in the standard framework of generative modelling by producing continuously-valued datapoints. To this end, they rely on a progressive Gaussian smoothing of the original data distribution, which admits an…

Let $X=(X(n))_{n \in \mathbb{Z_+}}$ be a standard subproduct system of $C^*$-correspondences over a $C^*$-algebra $\mathcal M.$ Assume $T=(T_n)_{n \in \mathbb{Z_+}}$ to be a pure completely contractive, covariant representation of $X$ on a…

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 =…

For any $N\ge 2$ and $\alpha=(\alpha_1,\cdots, \alpha_{N+1})\in (0,\infty)^{N+1}$, let $\mu^{(N)}_{\alpha}$ be the Dirichlet distribution with parameter $\alpha$ on the set $\Delta^{ (N)}:= \{ x \in [0,1]^N:\ \sum_{1\le i\le N}x_i \le 1…

An unsupervised learning algorithm to cluster hyperspectral image (HSI) data is proposed that exploits spatially-regularized random walks. Markov diffusions are defined on the space of HSI spectra with transitions constrained to near…

The paper is to study the asymptotic dynamics in nonmonotone comparable almost periodic reaction-diffusion system with Dirichlet boundary condition, which is comparable with uniformly stable strongly order-preserving system. By appealing to…

To study diffusion processes on the p-Wasserstein space $\mathscr P_p$ for $p\in [1,\infty)$ over a separable, reflexive Banach space $X$, we present a criterion on the quasi-regularity of Dirichlet forms in $L^2(\mathscr P_p,\Lambda)$ for…