相关论文: A Brownian Motion on the Group of Diffeomorphisms …

In this paper we present a generalization of Poincar\'e's Rotation Theory of homeomorphisms of the circle to the case of one-dimensional compact abelian groups which are solenoidal groups, {\it i.e.}, groups which fiber over the circle with…

Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

We begin with a review and analytical construction of quantum Gaussian process (and quantum Brownian motions) in the sense of [25],[10] and others, and then formulate and study in details (with a number of interesting examples) a definition…

We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…

We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…

We define a family of diffeomorphism-invariant models of random connections on principal $G$-bundles over the plane, whose curvatures are concentrated on singular points. In a limit when the number of point grows whilst the singular…

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of…

We prove that rigid representations of the fundamental group of a surface into the group of oreintation-preserving homeomorphisms of the circle are geometric, thereby establishing a converse statement of a theorem by the first author.

This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…

We generalize for the Bilaplacian the Eells-Elworthy- Malliavin construction of the Brownian motion on a Riemannian manifold.

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…

We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…

We construct a non-Markovian coupling for hypoelliptic diffusions which are Brownian motions in the three-dimensional Heisenberg group. We then derive properties of this coupling such as estimates on the coupling rate, and upper and lower…

Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion…

We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are…

In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a…

In two papers published in 1979, R. Bowen and C. Series defined a dynamical system from a Fuchsian group, acting on the hyperbolic plane $\mathbb{H}^2$. The dynamics is given by a map on $S^1$ which is, in particular, an expanding piecewise…

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…