相关论文: On the Semi-Classical Brownian Bridge Measure

In this article we continue the study of couplings of subelliptic Brownian motions on the subRiemannian manifolds SU (2) and SL(2, R). Similar to the case of the Heisenberg group, this subelliptic Brownian motion can be considered as a…

We prove a sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold $(M,g)$. The proof includes a detailed study of the spectral theory of the associated operator.

We present a new construction of the entropy-maximizing, invariant probability measure on a Smale space (the Bowen measure). Our construction is based on points that are unstably equivalent to one given point, and stably equivalent to…

We construct Riemannian manifolds with completely integrable geodesic flows, in particular various nonhomogeneous examples. The methods employed are a modification of Thimm's method, Riemannian submersions and connected sums.

We show how to lift a Riemannian metric and almost symplectic form on a manifold to a Riemannian structure on a canonically associated supermanifold known as the antitangent or shifted tangent bundle. We view this construction as a…

We derive a numerical method, based on operator splitting, to abstract parabolic semilinear boundary coupled systems. The method decouples the linear components which describe the coupling and the dynamics in the bulk and on the surface,…

This article investigates the genericity of ergodic probability measures for the geodesic flow on non-positively curved Riemannian manifolds. We demonstrate that the existence of an open isometric embedding of a product manifold with a…

Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…

We give some fundamental properties of the induced structures on submanifolds immersed in almost product or locally product Riemannian manifolds. We study the induced structure by the composition of two isometric immersions on submanifolds…

Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…

We prove that the partition function associated to a perturbation of the semi-classical harmonic oscillator is the Borel sum of its semi-classical expansion.

Perturbed geodesics are trajectories of particles moving on a semi-Riemannian manifold in the presence of a potential. Our purpose here is to extend to perturbed geodesics on semi-Riemannian manifolds the well known Morse Index Theorem.…

We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to…

The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…

The main result of this paper is a formula for the scalar product of semiclassical eigenvectors of two integrable systems on the same symplectic manifold. An important application of this formula is the Ponzano-Regge type of asymptotic of…

By using the Malliavin calculus and finite jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic (partial) differential equations with noises containing a subordinate…

This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are…

In this article, we prove integration by parts formulae (IbPFs) for the laws of Bessel bridges from 0 to 0 over the interval [0,1] of dimension smaller than 3. As an application, we construct a weak version of an SPDE having the law of a…

We consider a semiclassical random walk with respect to a probability measure associated to a potential with a finite number of critical points. We recover the spectral results from [1] on the corresponding operator in a more general…

Expectations of path integrals of killed stochastic processes play a central role in several applications across physics, chemistry, and finance. Simulation-based evaluation of these functionals is often biased and numerically expensive due…