相关论文: Bilaplacian on a Riemannian manifold and Levi-Civi…

On a compact Riemannian manifold $M,$ we show that the Riemannian distance function $d(x,y)$ can be explicitly reconstructed from suitable asymptotics of the expected signature of Brownian bridge from $x$ to $y$. In addition, by looking…

The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…

We show how an affine connection on a Riemannian manifold occurs naturally as a cochain in the complex for Leibniz cohomology of vector fields with coefficients in the adjoint representation. The Leibniz coboundary of the Levi-Civita…

The purpose of this paper is to construct a Brownian motion $X := (X_t)_{t\geq 0}$ taking values in a Riemannian manifold $M$, together with a compact valued process $D:= (D_t)_{t\geq 0}$ such that, at least for small enough ${\mathscr…

Let $(M^{n+1}, g)$ be a compact Riemannian manifold with smooth boundary B and nonnegative Bakry-Emery Ricci curvature. In this paper, we use the solvability of some elliptic equations to prove some estimates of the weighted mean curvature…

We show that, on a smooth riemannian manifold, the laplacian of the distance function to a point $b$ is $-\infty$ in the sense of barriers, at every point of the cut locus with respect to $b$.

We provide formulas for Riemannian gradient and Levi-Civita connection for a family of metrics on fixed-rank matrix manifolds, based on nonconstant metrics on Stiefel manifolds.

We give a generalized curvature-dimension inequality connecting the geometry of sub-Riemannian manifolds with the properties of its sub-Laplacian. This inequality is valid on a large class of sub-Riemannian manifolds obtained from…

Let $(M,g)$ be a Riemannian manifold, $L(M)$ its frame bundle. We construct new examples of Riemannian metrics on $L(M)$, which are obtained from Riemannian metrics on the tangent bundle $TM$. We compute the Levi--Civita connection and…

Using the Malliavin calculus with respect to Gaussian processes and the multiple stochastic integrals we derive It\^{o}'s and Tanaka's formulas for the $d$-dimensional bifractional Brownian motion.

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…

The canonical Brownian motion that P. Malliavin in 1999 and then S. Fang in 2002 constructed lives in the group of Holderian homeomorphisms of the circle. In this paper, we present another way to construct a Brownian motion that lives…

We introduce a class of time dependent random fields on compact Riemannian monifolds. These are represented by time-changed Brownian motions. These processes are time-changed diffusion, or the stochastic solution to the equation involving…

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

We construct an example of a closed manifold with a nonflat reducible locally metric connection such that it preserves a conformal structure and such that it is not the Levi-Civita connection of a Riemannian metric.

We generalize the classical Blaschke Rolling Theorem to convex domains in Riemannian manifolds of bounded sectional curvature and arbitrary dimension. Our results are sharp and, in this sharp form, are new even in the model spaces of…

We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of…

We study Brownian motion and stochastic parallel transport on Perelman's almost Ricci flat manifold $\mathscr M=M\times \mathbb S^N\times I$, whose dimension depends on a parameter $N$ unbounded from above. We construct sequences of…

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…

For systems evolving on a Riemannian manifold, we propose converse Lyapunov theorems for asymptotic and exponential stability. The novelty of the proposed approach is that is does not rely on local Euclidean coordinate, and is thus valid on…