Related papers: Ito maps and analysis on path spaces

The Riemannian manifold of curves with a Sobolev metric is an important and frequently studied model in the theory of shape spaces. Various numerical approaches have been proposed to compute geodesics, but so far elude a rigorous…

This paper concerns an extension of discrete gradient methods to finite-dimensional Riemannian manifolds termed discrete Riemannian gradients, and their application to dissipative ordinary differential equations. This includes Riemannian…

The aim of this work is to use systematically the symmetries of the (one dimensional) bacward heat equation with potentiel in order to solve certain one dimensional It\^o's stochastic differential equations. The special form of the drift…

We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…

We analyze a variational time discretization of geodesic calculus on finite- and certain classes of infinite-dimensional Riemannian manifolds. We investigate the fundamental properties of discrete geodesics, the associated discrete…

Using certain Ito's equation, we introduce the probability on the space of paths and show its relevance to the scattering properties of multidimensional Schrodinger operator. To relate the geometry of the support of potential to the…

In this paper, we provide new results about the free Malliavin calculus on the Wigner space first developed in the breakthrough work of Biane and Speicher. We define in this way the higher-order Malliavin derivatives, and we study their…

We develop the rough path counterpart of It\^o stochastic integration and - differential equations driven by general semimartingales. This significantly enlarges the classes of (It\^o / forward) stochastic differential equations treatable…

We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…

We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…

We develop a general framework for pathwise stochastic integration that extends F\"ollmer's classical approach beyond gradient-type integrands and standard left-point Riemann sums and provides pathwise counterparts of It\^o, Stratonovich,…

In this paper, we provide a strong formulation of the stochastic G{\^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal…

In this paper we establish the associativity property of the pathwise It\^o integral in a functional setting for continuous integrators. Here, associativity refers to the computation of the It\^o differential of an It\^o integral, by means…

An L2 theory of differential forms is proposed for the Banach manifold of continuous paths on Riemannian manifolds M furnished with its Brownian motion measure. Differentiation must be restricted to certain Hilbert space directions, the…

We study, in the setting of algebraic varieties, finite-dimensional spaces of functions V that are invariant under a ring D^V of differential operators, and give conditions under which D^V acts irreducibly. We show how this problem,…

In the 1970s and again in the 1990s, Gromov gave a number of theorems and conjectures motivated by the notion that the real homotopy theory of compact manifolds and simplicial complexes influences the geometry of maps between them. The main…

For the class of differentiable maps of the plane and, in particular, for standard-like maps (McMillan form), a simple relation is shown between the directions of the local invariant manifolds of a generic point and its contribution to the…

We give a proof of the strong existence and the regularity of stochastic differential equations driven by a Brownian motion and a measurable, Markovian drift without no regularity hypothesis except that the Girsanov exponential associated…

We give the description of discretized moduli spaces (d.m.s.) $\Mcdisc$ introduced in \cite{Ch1} in terms of discrete de Rham cohomologies for moduli spaces $\Mgn$. The generating function for intersection indices (cohomological classes) of…

We prove a Kodaira-Hodge decomposition on differential 1-forms on the space of non-smooth paths over a Riemannian manifold, allowing us to define the corresponding first cohomology group. This uses the It\^o map of a Brownian system and…