Related papers: Convergence of symmetric diffusions on Wiener spac…

We study sets of finite perimeter in Wiener space, and prove that at almost every point (with respect to the perimeter measure) a set of finite perimeter blows-up to a halfspace.

We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.

Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…

In this paper we prove the existence and uniqueness of very weak solutions to linear diffusion equations involving a singular absorption potential and/or an unbounded convective flow on a bounded open set of $\mathbb R^N$. In most of the…

We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.

We consider two depending Wiener processes which have membranes at zero with different permeability coefficients. Starting from different points, the processes almost surely do not meet at any fixed point except that where membranes are…

We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…

We study a class of self-repelling diffusions on compact Riemannian manifolds whose drift is the gradient of a potential accumulated along their trajectory. When the interaction potential admits a suitable spectral decomposition, the…

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

This paper proves a convergence theorem for the push-forward Wiener measures on holonomy groups via stochastic parallel transports along convergent metric connections.

By using the spectrum of the underlying symmetric diffusion operator, the convergence in $L^p$-Wasserstein distance $\mathbb W_p (p\ge 1)$ is characterized for the empirical measure $\mu_t$ of non-symmetric subordinated diffusion processes…

It is well-known that the law of a one-dimensional diffusion on natural scale is fully characterized by its speed measure. C. Stone proved a continuous dependence of diffusions on their speed measures. In this paper we establish the…

The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…

This paper improves a previously established test involving only coefficients to decide a priori whether or not non-trivial symmetries of a large class of space-time dependent diffusion processes on the real line exist. When the existence…

We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…

We construct non-symmetric diffusion processes associated with Dirichlet forms consisting of uniformly elliptic forms and derivation operators with killing terms on RCD spaces by aid of non-smooth differential structures introduced by Gigli…

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

We suggest a rigorous definition of the pathwise flux across the boundary of a bounded open set for transient finite energy diffusion processes. The expectation of such a flux has the property of depending only on the current velocity $v$,…

We prove stability results for nonlinear diffusion equations of the porous medium and fast diffusion types with respect to the nonlinearity power $m$: solutions with fixed data converge in a suitable sense to the solution of the limit…