Related papers: Brownian bridges to submanifolds

We prove tightness of a family of path measures $\nu_{\varepsilon}$ on tubes $L(\varepsilon)$ of small diameters around a closed and connected submanifold $L$ of another Riemannian manifold $M$. Together with a convergence result for…

In this work, we consider the bilevel optimization problem on Riemannian manifolds. We inspect the calculation of the hypergradient of such problems on general manifolds and thus enable the utilization of gradient-based algorithms to solve…

A synthetic study of Pitman's and L\'evy's theorems for one-dimensional Brownian bridges with arbitrary endpoints is provided.

This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…

The enclosure method was originally introduced for inverse problems of concerning non-destructive evaluation governed by elliptic equations. It was developed as one of useful approaches in inverse problems and applied for various equations.…

We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…

In this paper, motivated by the works of Bakry et. al in finding sharp Li-Yau type gradient estimate for positive solutions of the heat equation on complete Riemannian manifolds with nonzero Ricci curvature lower bound, we first introduce a…

Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…

In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\`ere's formula and the $e$-function are considered.…

We establish an estimate for the fundamental solution of the heat equation on a closed Riemannian manifold $M$ of dimension at least 3, evolving under the Ricci flow. The estimate depends on some constants arising from a Sobolev imbedding…

The paper is devoted to a local heat kernel, which is a special part of the standard heat kernel. Locality means that all considerations are produced in an open convex set of a smooth Riemannian manifold. We study such properties and…

We prove an integral formula for the spherical measure of hypersurfaces in equiregular sub-Riemannian manifolds. Among various technical tools, we establish a general criterion for the uniform convergence of parametrized sub-Riemannian…

We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure…

In this short note we present local derivative estimates for heat equations on Riemannian manifolds following the line of W.-X. Shi. As an application we generalize a second derivative estimate of R. Hamilton for heat equations on compact…

In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…

In this paper, we study closed embedded minimal hypersurfaces in a Riemannian $(n+1)$-manifold ($2\le n\le 6$) that minimize area among such hypersurfaces. We show they exist and arise either by minimization techniques or by min-max…

Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…

In this paper we continue our study on the moduli spaces of flat G-bundles, for any semi-simple Lie group G, over a Riemann surface by using heat kernel and Reidemeister torsion. Formulas for intersection numbers on the moduli spaces over a…

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis…