Related papers: Ornstein-Uhlenbeck Type Processes on Wasserstein S…

Let $\varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $\pi$. We study the geometry of $\varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds.…

Wasserstein distance induces a natural Riemannian structure for the probabilities on the Euclidean space. This insight of classical transport theory is fundamental for tremendous applications in various fields of pure and applied…

An Ornstein-Uhlenbeck (OU) process can be considered as a continuous time interpolation of the discrete time AR$(1)$ process. Departing from this fact, we analyse in this work the effect of iterating OU treated as a linear operator that…

Let $\mathcal{E}$ be a Hermitian vector bundle over a Riemannian manifold $M$ with metric $g$, let $\nabla$ be a metric covariant derivative on $\mathcal{E}$. We study the generalized Ornstein-Uhlenbeck differential expression…

Spatio-temporal modelling is an increasingly popular topic in Statistics. Our paper contributes to this line of research by developing the theory, simulation and inference for a spatio-temporal Ornstein-Uhlenbeck process. We conduct…

Here shape space is either the manifold of simple closed smooth unparameterized curves in $\mathbb R^2$ or is the orbifold of immersions from $S^1$ to $\mathbb R^2$ modulo the group of diffeomorphisms of $S^1$. We investige several…

We show that the Ornstein-Uhlenbeck semigroup associated with a general Poisson random measure is hypercontractive, whenever it is restricted to non-increasing mappings on configuration spaces. We deduce from this result some versions of…

We establish kinetic Hamiltonian flows in density space embedded with the $L^2$-Wasserstein metric tensor. We derive the Euler-Lagrange equation in density space, which introduces the associated Hamiltonian flows. We demonstrate that many…

Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…

Based on an integration by parts formula for closed and convex subsets $\Gamma$ of a separable real Hilbert space $H$ with respect to a Gaussian measure, we first construct and identify the infinite dimensional analogue of the obliquely…

We prove the existence and a new representation formula for the gradient of the semigroup associated to an Ornstein-Uhlenbeck in a bounded convex domain in d dimensions.

We provide necessary and sufficient conditions for a Hilbert space-valued Ornstein-Uhlenbeck process to be reversible with respect to its invariant measure $\mu$. For a reversible process the domain of its generator in $L^p(\mu )$ is…

The $q$-Ornstein-Uhlenbeck processes, $q\in(-1,1)$, are a family of stationary Markov processes that converge weakly to the standard Ornstein-Uhlenbeck process as $q$ tends to 1. It has been noticed recently that in terms of path…

We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which…

Consider a set of continuous maps from the interval $[0,1]$ to a domain in ${\mathbb R}^d$. Although the topological boundary of this set in the path space is not smooth in general, by using the theory of functions of bounded variation (BV…

If M is a smooth compact Riemannian manifold, let P(M) denote the Wasserstein space of probability measures on M. If S is an embedded submanifold of M, and $\mu$ is an absolutely continuous measure on S, then we compute the tangent cone of…

New results on functional prediction of the Ornstein-Uhlenbeck process in an autoregressive Hilbert-valued and Banach-valued frameworks are derived. Specifically, consistency of the maximum likelihood estimator of the autocorrelation…

In this paper we present a preliminary study on the Dirichlet-to-Neumann operator with respect to a second order elliptic operator with measurable coefficients, including first order terms, namely, the operator on $L^2(\partial\Omega)$…

Let $K = \mathbb{Q}(i)$. We study the Petersson inner product of a Hermitian Eisenstein series of Siegel type on the unitary group $U_{5}(K)$, diagonally-restricted on $U_2(K)\times U_2(K)\times U_1(K)$, against two Hermitian cuspidal…

We introduce Riemannian-like structures associated with strong local Dirichlet forms on general state spaces. Such structures justify the principle that the pointwise index of the Dirichlet form represents the effective dimension of the…