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We study heat kernel measures on sub-Riemannian infinite-dimensional Heisenberg-like Lie groups. In particular, we show that Cameron-Martin type quasi-invariance results hold in this subelliptic setting and give $L^p$-estimates for the…

Probability · Mathematics 2011-08-09 Fabrice Baudoin , Maria Gordina , Tai Melcher

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…

Probability · Mathematics 2009-02-17 Tai Melcher

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…

Probability · Mathematics 2016-02-04 Maria Gordina

We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous…

Probability · Mathematics 2017-06-27 Bruce K. Driver , Nathaniel Eldredge , Tai Melcher

We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…

Analysis of PDEs · Mathematics 2021-03-26 Philippe Sosoe , William J. Trenberth , Tianhao Xian

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…

Probability · Mathematics 2008-05-13 Bruce Driver , Maria Gordina

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.

Analysis of PDEs · Mathematics 2013-08-09 M. Kunze , L. Lorenzi , A. Rhandi

Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients and a possibly unbounded potential term.

Analysis of PDEs · Mathematics 2014-01-13 Markus Kunze , Luca Lorenzi , Abdelaziz Rhandi

The overarching goal of this paper is to link the notion of sets of finite perimeter (a concept associated with $N^{1,1}$-spaces) and the theory of heat semigroups (a concept related to $N^{1,2}$-spaces) in the setting of metric measure…

Analysis of PDEs · Mathematics 2016-06-13 Niko Marola , Michele Miranda , Nageswari Shanmugalingam

In this paper, we study the quasi-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron--Martin space and derive the explicit…

Probability · Mathematics 2023-12-27 Mohamed Erraoui , Michael Röckner , José Luís da Silva

We study regularity properties for invariant measures of semilinear diffusions in a separable Hilbert space. Based on a pathwise estimate for the underlying stochastic convolution, we prove a priori estimates on such invariant measures. As…

Probability · Mathematics 2022-11-15 Abdelhadi Es-Sarhir , Wilhelm Stannat

By establishing the intrinsic super-Poincar\'e inequality, some explicit conditions are presented for diffusion semigroups on a non-compact complete Riemannian manifold to be intrinsically ultracontractive. These conditions, as well as the…

Probability · Mathematics 2007-12-20 Feng-Yu Wang

This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…

Probability · Mathematics 2016-03-25 Luis Acuna Valverde

The Gamma kernel is a projection kernel of the form (A(x)B(y)-B(x)A(y))/(x-y), where A and B are certain functions on the one-dimensional lattice expressed through Euler's Gamma function. The Gamma kernel depends on two continuous…

Probability · Mathematics 2013-03-04 Grigori Olshanski

We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…

Probability · Mathematics 2025-03-04 Michael Björklund , Mattias Byléhn

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

On doubling metric measure spaces endowed with a strongly local regular Dirichlet form, we show some characterisations of pointwise upper bounds of the heat kernel in terms of global scale-invariant inequalities that correspond respectively…

Analysis of PDEs · Mathematics 2013-11-15 Salahaddine Boutayeb , Thierry Coulhon , Adam Sikora

We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…

Analysis of PDEs · Mathematics 2018-01-22 Davide Barilari , Francesco Boarotto

In this paper, a reduced model of quasilinear diffusion by a small Larmor radius approximation is derived to couple the Maxwell's equations and the Fokker-Planck equation self-consistently for ion cyclotron range of frequency waves in a…

Phase transitions in 1/4-filled quasi-one-dimensional molecular conductors are studied theoretically on the basis of extended Hubbard chains including electron-lattice interactions coupled by interchain Coulomb repulsion. We apply the…

Strongly Correlated Electrons · Physics 2007-05-23 Hitoshi Seo , Yukitoshi Motome , Takeo Kato
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