相关论文: Homogenisation for anisotropic kinetic random moti…

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…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…

The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constantly curved surface, we show that in the…

The kinetic Brownian motion on the cosphere bundle of a Riemannian manifold $\mathbb{M}$ is a stochastic process that models the geodesic equation perturbed by a random white force of size $\varepsilon$. When $\mathbb{M}$ is compact with…

Consider $ G:= PSL_2(\R)\equiv T^1\H^2$, a modular group $ \Gamma$, and the homogeneous space $ \Gamma\sm G \equiv T^1(\Gamma\sm\H^2)$. Endow $ G $, and then $ \Gamma\sm G $, with a canonical left-invariant metric, thereby equipping it with…

We consider the symmetric exclusion process on suitable random grids that approximate a compact Riemannian manifold. We prove that a class of random walks on these random grids converge to Brownian motion on the manifold. We then consider…

We study damped geodesic motion of a particle of mass $m$ on a Riemannian manifold, in the presence of an external force and noise. Lifting the resulting stochastic differential equation to the orthogonal frame bundle, we prove that, as $m…

In this paper, we contribute to the study of the class $(\Sigma)$. In the first part of the paper, we provide new ways to characterize stochastic processes of the above mentioned class and we derive some new properties. For instance, we…

To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…

We prove, using the celebrated result by Spitzer about winding of planar Brownian motion, and the existence of harmonic morphisms $f:M\to{\mathbb S}^1$ representing cohomology classes in $\text{H}^1(M,\mathbb Z)$, that there is a stochastic…

We investigate the asymptotic behavior, in the long time limit, of the random homology associated to realizations of stochastic diffusion processes on a compact Riemannian manifold. In particular a rigidity result is established: if the…

This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…

We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

In this paper, we introduce a symmetrization technique for the distributional gradient of a function of bounded variation in the anisotropic setting. This generalizes the result obtained in the Euclidean case in…

We consider the problem of finding the homogenization limit of oscillating linear elliptic equations on an arbitrary parallelizable manifold $(M,g,\Gamma)$. We replicate the concept of two-scale convergence by pulling back tensors $T$…

We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…

In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…

We consider a certain class of Riemannian submersions $\pi : N \to M$ and study lifted geodesic random walks from the base manifold $M$ to the total manifold $N$. Under appropriate conditions on the distribution of the speed of the geodesic…