相关论文: Gradient flows of the entropy for jump processes

We prove that the Gini coefficient of economic inequality is a Lyapunov functional for a class of nonlinear, nonlocal integro-differential equations arising at the intersection of mathematics, economics, and statistical physics. Next, a…

We consider a stochastic process driven by a diffusion and jumps. We devise a technique, which is based on a discrete record of observations, for identifying the times when jumps larger than a suitably defined threshold occurred. The…

The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…

The geometric approach to optimal transport and information theory has triggered the interpretation of probability densities as an infinite-dimensional Riemannian manifold. The most studied Riemannian structures are Otto's metric, yielding…

This paper presents a new construction of non-Anosov Partially Hyperbolic Geodesic flows. Our construction is closely related to the construction made by Carneiro and Pujals, the novelty is the use of conformal deformations to produce the…

We analyze a class of linear partial differential equations that arise as deterministic descriptions of the scaling limits of L\'evy walks, in which transport is driven by a convex combination of fractional material derivatives and a source…

In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…

The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…

We consider SDEs driven by multiplicative pure jump L\'{e}vy noises, where L\'evy processes are not necessarily comparable to $\alpha$-stable-like processes. By assuming that the SDE has a unique solution, we obtain gradient estimates of…

In this article we study geodesic flows on closed Riemannian manifolds without conjugate points and divergence property of geodesic rays. If the fundamental group is Gromov hyperbolic and residually finite we prove, under appropriate…

We consider the motion of an overdamped particle in a periodic potential lacking spatial symmetry under the influence of symmetric L\'evy noise, being a minimal setup for a ``L\'evy ratchet.'' Due to the non-thermal character of the L\'evy…

We present upper bounds for the Wasserstein distance of order $p$ between the marginals of L\'evy processes, including Gaussian approximations for jumps of infinite activity. Using the convolution structure, we further derive upper bounds…

We consider a random walk on one-dimensional inhomogeneous graphs built from Cantor fractals. Our study is motivated by recent experiments that demonstrated superdiffusion of light in complex disordered materials, thereby termed L\'evy…

In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…

We study a curve of Gibbsian families of complex 3x3-matrices and point out new features, absent in commutative finite-dimensional algebras: a discontinuous maximum-entropy inference, a discontinuous entropy distance and non-exposed faces…

We consider transport in a fluid flow of arbitrary complexity but with a dominant flow direction. This is the situation encountered, for example, when analyzing the dynamics of sufficiently small particles immersed in a turbulent fluid and…

We introduce a numerical method for extracting minimal geodesics along the group of volume preserving maps, equipped with the L2 metric, which as observed by Arnold solve Euler's equations of inviscid incompressible fluids. The method…

In this paper, we use the Carnot-Caratheodory distance from sub-Riemanian geometry to prove entropy decay estimates for all finite dimensional symmetric quantum Markov semigroups. This estimate is independent of the environment size and…

Given discrete time observations over a growing time interval, we consider a nonparametric Bayesian approach to estimation of the L\'evy density of a L\'evy process belonging to a flexible class of infinite activity subordinators. Posterior…

We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…