Géométrie différentielle stochastique, II
We study stochastically perturbed non-holonomic systems from a geometric point of view. In this setting, it turns out that the probabilistic properties of the perturbed system are intimately linked to the geometry of the constraint distribution. For -Chaplygin systems, this yields a stochastic criterion for the existence of a smooth preserved measure. As an application of our results we consider the motion planning problem for the noisy two-wheeled robot and the noisy snakeboard.
We prove two-sided estimates of heat kernels on non-parabolic Riemannian manifolds with ends, assuming that the heat kernel on each end separately satisfies the Li-Yau estimate.
Consider a Lie group with a unitary representation into a space of holomorphic functions defined on a domain 𝓓 of ℂ and in L²(μ), the measure μ being the unitarizing measure of the representation. On finite-dimensional examples, we show that this unitarizing measure is also the invariant measure for some differential operators on 𝓓. We calculate these operators and we develop the concepts of unitarizing measure and invariant measure for an OU operator (differential operator associated to...
Let be the Markov semigroup generated by a weighted Laplace operator on a Riemannian manifold, with μ an invariant probability measure. If the curvature associated with the generator is bounded below, then the exponential convergence of in L¹(μ) implies its hypercontractivity. Consequently, under this curvature condition L¹-convergence is a property stronger than hypercontractivity but weaker than ultracontractivity. Two examples are presented to show that in general, however, L¹-convergence...