Related papers: Ornstein-Uhlenbeck Type Processes on Wasserstein S…
The Laplace transform of the first passage time density of the Ornstein--Uhlenbeck process for a constant threshold contains a ratio of two parabolic cylinder functions for which no analytical inversion formula is available. Recently…
We consider the inverse problem of determining initial data in general Ornstein-Uhlenbeck equations on the Euclidean space from partial measurement localized on the so-called thick sets. Using the logarithmic convexity technique and recent…
We develop tools to construct Lyapunov functionals on the space of probability measures in order to investigate the convergence to global equilibrium of a damped Euler system under the influence of external and interaction potential forces…
Non-reversible lifts reduce the relaxation time of reversible diffusions at most by a square root. For reversible diffusions on domains in Euclidean space, or, more generally, on a Riemannian manifold with boundary, non-reversible lifts are…
We study the Rayleigh-Stokes problem for a generalized second-grade fluid which involves a Riemann-Liouville fractional derivative in time, and present an analysis of the problem in the continuous, space semidiscrete and fully discrete…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
We consider odd Laplace operators acting on densities of various weight on an odd Poisson (= Schouten) manifold $M$. We prove that the case of densities of weight 1/2 (half-densities) is distinguished by the existence of a unique odd…
We consider shape functionals obtained as minima on Sobolev spaces of classical integrals having smooth and convex densities, under mixed Dirichlet-Neumann boundary conditions. We propose a new approach for the computation of the second…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…
We show that the Siegel upper half space $\Sigma_{d}$ is identified with the Marsden-Weinstein quotient obtained by symplectic reduction of the cotangent bundle $T^{*}\mathbb{R}^{2d^{2}}$ with $\mathsf{O}(2d)$-symmetry. The reduced…
Spaces of differential forms over configuration spaces with Poisson measures are constructed. The corresponding Laplacians (of Bochner and de Rham type) on forms and associated semigroups are considered. Their probabilistic interpretation…
In this paper we determine conditions of existence of an induced Riemannian structure on the symplectic quotient of a symplectic and Riemannian manifold following the action of a Lie group acting upon it in a hamiltonian way with…
We study a generalized curvature dimension inequality which is suitable for subelliptic Ornstein-Uhlenbeck type operators and deduce convergence to equilibrium in the $L^2$ and entropic sense. The main difficulty is that the operators we…
In the paper we consider the problem of estimating parameters entering the drift of a fractional Ornstein-Uhlenbeck type process in the non-ergodic case, when the underlying stochastic integral is of Young type. We consider the sampling…
If M is a smooth compact connected Riemannian manifold, let P(M) denote the Wasserstein space of probability measures on M. We describe a geometric construction of parallel transport of some tangent cones along geodesics in P(M). We show…
Using the formalism of extended N=4 supersymmetric quantum mechanics we consider the procedure of the construction of multi-well potentials. We demonstrate the form-invariance of Hamiltonians entering the supermultiplet, using the presented…
Given a measure space ${\mathcal X}$, we can construct a number of induced structures: eg. its $L^2$ space, the space ${\mathcal P}({\mathcal X})$ of probability distributions on ${\mathcal X}$. If, in addition, ${\mathcal X}$ admits a…
The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…
We study points of density 1/2 of sets of finite perimeter in infinite-dimensional Gaussian spaces and prove that, as in the finite-dimensional theory, the surface measure is concentrated on this class of points. Here density 1/2 is…