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The Lie groups $SU(2)$ and $SL(2,\mathbb{R})$ can be viewed as model spaces in subRiemannian geometry. Coupling two subelliptic Brownian motions on $SU(2)$ (resp. $SL(2,\mathbb{R})$) consists in coupling two Brownian motions on the sphere…

概率论 · 数学 2024-04-03 Magalie Bénéfice

In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapunov function such that the origin of the multivariate…

概率论 · 数学 2025-05-27 Gerardo Barrera , Eyleifur Bjarkason , Sigurdur Hafstein

Two different versions of relativistic Langevin equation in curved spacetime background are constructed, both are manifestly general covariant. It is argued that, from the observer's point of view, the version which takes the proper time of…

统计力学 · 物理学 2023-11-28 Yifan Cai , Tao Wang , Liu Zhao

We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…

概率论 · 数学 2019-11-07 Sandro Franceschi , Kilian Raschel

Consider a second order, strongly elliptic negative semidefinite differential operator $L$ (maybe a system) on a compact Riemannian manifold $\overline{M}$ with smooth boundary, where the domain of $L$ is defined by a coercive boundary…

偏微分方程分析 · 数学 2017-04-25 Mayukh Mukherjee

We introduce the notions of generalised (bi-)Hamiltonian structures which generalise naturally the (bi-)Hamiltonian structures of evolutionary partial differential equations. In the hydrodynamic case, these structures are characterised in…

数学物理 · 物理学 2026-04-20 Paolo Lorenzoni , Zhe Wang

We present a new systematic method to construct Abelian functions on Jacobian varieties of plane, algebraic curves. The main tool used is a symmetric generalisation of the bilinear operator defined in the work of Baker and Hirota. We give…

数学物理 · 物理学 2012-06-27 Matthew England , Chris Athorne

We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…

概率论 · 数学 2026-01-09 Teije Kuijper

This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space, (i.e. transformations induced by general measure preserving transformations, called `rotations', and H-valued shifts) and the associated flows…

概率论 · 数学 2007-05-23 Y. Hu , A. S. Ustunel , M. Zakai

We give biLipschitz models for the Ricci flow on some 4-manifolds (minimal surfaces of general type), exhibiting a combination of expanding and static behavior.

微分几何 · 数学 2025-01-23 John Lott

We construct Dyson Brownian motion for $\beta \in (0,\infty]$ by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When $\beta$ is…

概率论 · 数学 2023-05-22 Ching-Peng Huang , Dominik Inauen , Govind Menon

Using an explicit version of the Mumford isomorphism on the moduli space of hyperelliptic curves we derive a closed formula for the Arakelov-Green function of a hyperelliptic Riemann surface evaluated at its Weierstrass points.

代数几何 · 数学 2012-05-04 Robin de Jong

We construct an algebra of nonlinear generalized tensor fields on manifolds in the sense of J.-F. Colombeau, i.e., containing distributional tensor fields as a linear subspace and smooth tensor fields as a faithful subalgebra. The use of a…

微分几何 · 数学 2011-04-06 Eduard Nigsch

One of the known mathematical descriptions of singularities in General Relativity is the b-boundary, which is a way of attaching endpoints to inextendible endless curves in a spacetime. The b-boundary of a manifold M with connection is…

广义相对论与量子宇宙学 · 物理学 2007-05-23 Fredrik Ståhl

We investigate a large class of elliptic differential inclusions on non-compact complete Riemannian manifolds which involves the Laplace-Beltrami operator and a Hardy-type singular term. Depending on the behavior of the nonlinear term and…

偏微分方程分析 · 数学 2022-05-03 Alexandru Kristály , Ildikó I. Mezei , Károly Szilák

We construct a canonically defined affine connection in sub-Riemannian contact geometry. Our method mimics that of the Levi-Civita connection in Riemannian geometry. We compare it with the Tanaka-Webster connection in the three-dimensional…

微分几何 · 数学 2016-04-21 Michael Eastwood , Katharina Neusser

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…

概率论 · 数学 2022-04-26 Tai Melcher

We give a necessary condition of geometric nature for the existence of the $H$-fractional Brownian field indexed by a Riemannian manifold. In the case of the L\'evy Brownian field ($H=1/2$) indexed by manifolds with minimal closed geodesics…

概率论 · 数学 2017-06-02 Nil Venet

In this paper, we discuss spectral properties of Laplacians associated with an arbitrary smooth distribution on a compact manifold. First, we give a survey of results on generalized smooth distributions on manifolds, Riemannian structures…

微分几何 · 数学 2019-02-11 Iakovos Androulidakis , Yuri A. Kordyukov

We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…

微分几何 · 数学 2014-08-18 Pablo Lessa