相关论文: On the Onsager-Machlup functional for the Brownian…

In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…

This paper addresses the problem of estimating drift parameter of the Ornstein - Uhlenbeck type process, driven by the sum of independent standard and fractional Brownian motions. The maximum likelihood estimator is shown to be consistent…

Using the white noise space framework, we define a class of stochastic processes which include as a particular case the fractional Brownian motion and its derivative. The covariance functions of these processes are of a special form,…

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

This paper proposes several Converse Lyapunov Theorems for nonlinear dynamical systems defined on smooth connected Riemannian manifolds and characterizes properties of corresponding Lyapunov functions in a normal neighborhood of an…

We study the behavior of Lipschitz functions on intrinsic $C^1$ submanifolds of Heisenberg groups: our main result is their almost everywhere tangential Pansu differentiability. We also provide two applications: a Lusin-type approximation…

This paper examines minimal hypersurfaces in sub-Riemannian Heisenberg groups. We extend the celebrated Simons formula and Kato inequality to the sub-Riemannian setting, and we apply them to obtain integral curvature estimates for stable…

We prove geometric upper bounds for the Poincar\'e and Logarithmic Sobolev constants for Brownian motion on manifolds with sticky reflecting boundary diffusion i.e. extended Wentzell-type boundary condition under general curvature…

This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…

Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…

By employing Hopf's functional method, we find the exact characteristic functional for a simple nonlinear dynamical system introduced by Orszag. Steady-state equal-time statistics thus obtained are compared to direct numerical simulation.…

A deep learning-based computational method is proposed for soft matter dynamics -- the deep Onsager-Machlup method (DOMM). It combines the brute forces of deep neural networks (DNNs) with the fundamental physics principle -- Onsager-Machlup…

We describe, in an intrinsic way and using the global chart provided by Ito's parallel transport, a generalisation of the notion of geodesic (as critical path of an energy functional) to diffusion processes on Riemannian manifolds. These…

The sample paths of Brownian motion are known to admit the exact Besov-type smoothness exponent 1/2 when measured in the sub-Gaussian Orlicz norm. We extend these regularity results by deriving the exact limit of the sub-Gaussian Orlicz…

We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…

We give an overview of how to construct continued fractions on the Heisenberg group $\mathbb{H}$, the projective and planar Siegel models of the group, and how to perform computations on the group using matrices. We discuss and work with…

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…

We demonstrate that stochastic differential equations (SDEs) driven by fractional Brownian motion with Hurst parameter H > 1/2 have similar ergodic properties as SDEs driven by standard Brownian motion. The focus in this article is on…

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

In this paper, we consider the extended stochastic Navier-Stokes equations with Caputo derivative driven by fractional Brownian motion. We firstly derive the pathwise spatial and temporal regularity of the generalized Ornstein-Uhlenbeck…