Related papers: Super and Weak Poincar\'e Inequalities for Sticky-…
For a contraction $C_0$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincar\'e inequalities for the symmetric and anti-symmetric part of the generator. As applications, non-exponential convergence…
Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…
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…
In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $\Gamma_2$ curvature of Bakry and Emery in the…
Perturbations of super Poincar\'e and weak Poincar\'e inequalities for L\'evy type Dirichlet forms are studied. When the range of jumps is finite our results are natural extensions to the corresponding ones derived earlier for diffusion…
Introducing an interpolation method we derive lower bounds for the spectral gap for Brownian motion on general domains with sticky-reflecting boundary diffusion associated to the first nontrivial eigenvalue for the Laplace operator with…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…
To study the reflecting diffusion processes on manifolds with boundary, some new curvature operators are introduced by using the Bakry-Emery curvature and the second fundamental form. As applications, the gradient estimates, log-Harnack…
Burdzy and Chen (1998) proved results on weak convergence of multidimensional normally reflected Brownian motions. We generalize their work by considering obliquely reflected diffusion processes. We require weak convergence of domains,…
Equivalence of the spectral gap, exponential integrability of hitting times and Lyapunov conditions are well known. We give here the correspondance (with quantitative results) for reversible diffusion processes. As a consequence, we…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…
By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…
In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, $L^p$-inequalities and…
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…
We prove weak Poincare inequalities on domains which are inverse images of open sets in Wiener spaces under continuous functions of Brownian rough paths. The result is applicable to Dirichlet forms on loop groups and connected open subsets…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…