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A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

Probability · Mathematics 2007-05-23 Yuri Kondratiev , Eugene Lytvynov , Michael Röckner

In this paper we extend the result obtained in \cite{AKR97} (see also \cite {AKR96}) on the representation of the intrinsic pre- Dirichlet form $\mathcal{E}_{\pi_{\sigma}}^{\Gamma}$ of the Poisson measure $\pi_{\sigma}$ in terms of the…

Functional Analysis · Mathematics 2007-05-23 Yuri Kondratiev , Jose Luis Silva , Michael Roeckner

We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $d\ge 2$. The process is associated with the Dirichlet form defined by integration of the…

Probability · Mathematics 2022-04-04 L. Dello Schiavo

We study fundamental properties of the gamma process and their relation to various topics such as Poisson-Dirichlet measures and stable processes. We prove the quasi-invariance of the gamma process with respect to a large group of linear…

Probability · Mathematics 2007-05-23 N. Tsilevich , A. Vershik , M. Yor

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

Probability · Mathematics 2025-07-25 Sergio Albeverio , Seiichiro Kusuoka , Song Liang , Makoto Nakashima

In this paper we consider the setting of a locally compact, non-complete metric measure space $(Z,d,\nu)$ equipped with a doubling measure $\nu$, under the condition that the boundary $\partial Z:=\overline{Z}\setminus Z$ (obtained by…

Analysis of PDEs · Mathematics 2025-04-24 Josh Kline , Feng Li , Nageswari Shanmugalingam

We consider a locally finite (Radon) measure on $ SO^+(d,1)/ \Gamma $ invariant under a horospherical subgroup of $ SO^+(d,1) $ where $ \Gamma $ is a discrete, but not necessarily geometrically finite, subgroup. We show that whenever the…

Dynamical Systems · Mathematics 2020-10-01 Or Landesberg , Elon Lindenstrauss

It is well known that a regular diffusion on an interval $I$ without killing inside is uniquely determined by a canonical scale function $s$ and a canonical speed measure $m$. Note that $s$ is a strictly increasing and continuous function…

Probability · Mathematics 2023-03-15 Liping Li

We consider an $L^2$-Wasserstein type distance $\rho$ on the configuration space $\Gamma_X$ over a Riemannian manifold $X$, and we prove that $\rho$-Lipschitz functions are contained in a Dirichlet space associated with a measure on…

Probability · Mathematics 2012-04-12 Michael Röckner , Alexander Schied

We consider an infinite dimensional diffusion on $T^{\mathbb Z^d}$, where $T$ is the circle, defined by an infinitesimal generator of the form $L=\sum_{i\in\mathbb Z^d}\left(\frac{a_i(\eta)}{2}\partial^2_i +b_i(\eta)\partial_i\right)$, with…

Probability · Mathematics 2016-08-08 Alejandro F. Ramirez

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…

Probability · Mathematics 2015-01-14 Martin Grothaus , Robert Voßhall

In this paper, we provide relations among the following properties: (a) the tail triviality of a probability measure $\mu$ on the configuration space ${\boldsymbol\Upsilon}$; (b) the finiteness of the $L^2$-transportation-type distance…

Probability · Mathematics 2023-06-16 Kohei Suzuki

We study pairs of Dirichlet forms related by an intertwining order isomorphisms between the associated $L^2$-spaces. We consider the measurable, the topological and the geometric setting respectively. In the measurable setting, we deal with…

Functional Analysis · Mathematics 2018-01-26 Daniel Lenz , Marcel Schmidt , Melchior Wirth

Let $\Gamma$ be a closed Jordan curve, and $f$ the conformal mapping that sends the unit disc $\mathbb{D}$ onto the interior domain of $\Gamma$. If $\log f'$ belongs to the Dirichlet space $\mathcal{D}$, we call $\Gamma$ a Weil-Petersson…

Complex Variables · Mathematics 2022-07-12 María J. González

Let $\mathbb K(\mathbb R^d)$ denote the cone of discrete Radon measures on $\mathbb R^d$. There is a natural differentiation on $\mathbb K(\mathbb R^d)$: for a differentiable function $F:\mathbb K(\mathbb R^d)\to\mathbb R$, one defines its…

Probability · Mathematics 2015-03-16 Diana Conache , Yuri G. Kondratiev , Eugene Lytvynov

The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…

Probability · Mathematics 2014-09-19 John Karlsson , Jörg-Uwe Löbus

Consider a discrete locally finite subset $\Gamma$ of $R^d$ and the complete graph $(\Gamma,E)$, with vertices $\Gamma$ and edges $E$. We consider Gibbs measures on the set of sub-graphs with vertices $\Gamma$ and edges $E'\subset E$. The…

Probability · Mathematics 2010-09-17 Pablo A. Ferrari , Eugene A. Pechersky , Valentin V. Sisko , Anatoly A. Yambartsev

To study diffusion processes on the p-Wasserstein space $\mathscr P_p$ for $p\in [1,\infty)$ over a separable, reflexive Banach space $X$, we present a criterion on the quasi-regularity of Dirichlet forms in $L^2(\mathscr P_p,\Lambda)$ for…

Probability · Mathematics 2025-06-30 Panpan Ren , Feng-Yu Wang , Simon Wittmann

Let $R$ be a compact surface and let $\Gamma$ be a Jordan curve which separates $R$ into two connected components $\Sigma_1$ and $\Sigma_2$. A harmonic function $h_1$ on $\Sigma_1$ of bounded Dirichlet norm has boundary values $H$ in a…

Complex Variables · Mathematics 2020-01-28 Eric Schippers , Wolfgang Staubach

We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to…

Probability · Mathematics 2007-06-21 Max-K. Von Renesse , Marc Yor , Lorenzo Zambotti
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