相关论文: On the Onsager-Machlup functional for the Brownian…
We show that the subgradient method converges only to local minimizers when applied to generic Lipschitz continuous and subdifferentially regular functions that are definable in an o-minimal structure. At a high level, the argument we…
We study the mean value properties of $\mathbf{p}$-harmonic functions on the first Heisenberg group $\mathbb{H}$, in connection to the dynamic programming principles of certain stochastic processes. We implement the approach of…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
In 2004, Taubes introduced the space of minimal hyperbolic germs with elements consisting of the first and second fundamental form of an equivariant immersed minimal disk in hyperbolic 3-space. Herein, we initiate a further study of this…
We investigate the existence of generalised densities for the $\Phi^4_d$ $(d=1,2,3)$ measures, in finite volume, through the lens of Onsager-Machlup (OM) functionals. The latter are rigorously defined for measures on metric spaces as…
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…
In this note we give a simple, dimension independent, proof of the logarithmic Sobolev inequality on the Heisenberg groups $H_n=\R^{2n+1}$ using the measure preserving transformations of the Brownian motion. We have corrected some serious…
The Heisenberg groups are examples of sub-Riemannian manifolds homeomorphic, but not diffeomorphic to the Euclidean space. Their metric is derived from curves which are only allowed to move in so-called horizontal directions. We report on…
A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.
We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…
We introduce novel equations, in the spirit of rough path theory, that parametrize level sets of intrinsically regular maps on the Heisenberg group with values in $\mathbb{R}^2$. These equations can be seen as a sub-Riemannian counterpart…
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold autoregressive process. It follows the Ornstein-Uhlenbeck dynamics when above or below a fixed level, yet at this level (threshold) its coefficients can be…
In this article, we study strictly convex functions on Riemannian manifolds without focal points, a broad class of manifolds encompassing all Hadamard manifolds as well as a large collection of manifolds whose sectional curvatures change…
The viscous drag on a colloidal particle pulled through solution by an optical trap is large enough that on experimentally relavant time scales the mechanical force exerted by the trap is equal and op- posite the viscous drag force. The…
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…
In previous works, we have developed a new Malliavin calculus on the Poisson space based on the lent particle formula. The aim of this work is to prove that, on the Wiener space for the standard Ornstein-Uhlenbeck structure, we also have…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…
Stochastic gradient descent is a simple approach to find the local minima of a cost function whose evaluations are corrupted by noise. In this paper, we develop a procedure extending stochastic gradient descent algorithms to the case where…