相关论文: Bilaplacian on a Riemannian manifold and Levi-Civi…
We extend to Riemannian manifolds the theory of conditioned stochastic differential equations. We also provide some enlargement formulas for the Brownian filtration in this nonflat setting.
There are introduced and studied a pair of associated Schouten-van Kampen affine connections adapted to the paracontact distribution and an almost paracontact almost paracomplex Riemannian structure generated by the pair of associated…
We introduce Riemannian Lie algebroids as a generalization of Riemannian manifolds and we show that most of the classical tools and results known in Riemannian geometry can be stated in this setting. We give also some new results on the…
A method of constructing a class of bihamiltonian structures is presented. Elements of this class are generalizations of the so-called bihamiltonian structures of general position on odd-dimensional manifolds. The method consists in a…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…
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…
Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…
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…
In this paper, we generalize the geometry of the product pseudo-Riemannian manifold equipped with the product Poisson structure (\cite{Nas2}) to the geometry of a warped product of pseudo-Riemannian manifolds equipped with a warped Poisson…
We develop the Palatini formalism within the framework of generalized Riemannian geometry of Courant algebroids. In this context, the Palatini variation of a generalized Einstein-Hilbert-Palatini action - formed using a generalized metric,…
An approach to analysis on path spaces of Riemannian manifolds is described. The spaces are furnished with `Brownian motion' measure which lies on continuous paths, though differentiation is restricted to directions given by tangent paths…
The smooth action of a compact Lie group on a compact manifold can be resolved to an iterated space, as made explicit by Pierre Albin and the second author. On the resolution the lifted action has fixed isotropy type, in an iterated sense,…
Malliavin calculus is a powerful and general framework for the analysis of square-integrable random variables, but it often suffers from a lack of tractability and explicit representations. To address this limitation, we focus on a subclass…
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
We use functions of a bicomplex variable to unify the existing constructions of harmonic morphisms from a 3-dimensional Euclidean or pseudo-Euclidean space to a Riemannian or Lorentzian surface. This is done by using the notion of…
We construct Riemannian manifolds with singular continuous spectrum embedded in the absolutely continuous spectrum of the Laplacian. Our manifolds are asymptotically hyperbolic with sharp curvature bounds.
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…
We establish the renormalization property for essentially bounded solutions of the continuity equation associated to $BV$ fields in Wiener spaces, with values in the associated Cameron-Martin space; thus obtaining, by standard arguments,…
In this paper we construct a stochastic process, more precisely, a (nonlinear) Markov process, which is related to the parabolic $p$-Laplace equation in the same way as Brownian motion is to the classical heat equation given by the (2-)…