On the Independence of Exit Time and Exit Position from Small Geodesic Balls for Brownian Motions on Riemannian Manifolds.
Displaying 101 – 120 of 146
On the notion of -completeness of a stochastic flow on a manifold.
Gliklikh, Yu.E., Morozova, L.A. (2002)
Abstract and Applied Analysis
On the projections of Laplacians under Riemannian submersions.
Le, Huiling (2001)
International Journal of Mathematics and Mathematical Sciences
On the relation between elliptic and parabolic Harnack inequalities
Waldemar Hebisch, Laurent Saloff-Coste (2001)
Annales de l’institut Fourier
We show that, if a certain Sobolev inequality holds, then a scale-invariant elliptic Harnack inequality suffices to imply its a priori stronger parabolic counterpart. Neither the relative Sobolev inequality nor the elliptic Harnack inequality alone suffices to imply the parabolic Harnack inequality in question; both are necessary conditions. As an application, we show the equivalence between parabolic Harnack inequality for on , (i.e., for ) and elliptic Harnack inequality for on .
On two transfer principles in stochastic differential geometry
Michel Émery (1990)
Séminaire de probabilités de Strasbourg
Opérateurs elliptiques et mesures sur l'espace des lacets invariants par le groupe des difféomorphismes du cercle
Bernard Gaveau, Edmond Mazet (1981)
Annales de l'I.H.P. Physique théorique
Optimal heat kernel bounds under logarithmic Sobolev inequalities
D. Bakry, D. Concordet, M. Ledoux (1997)
ESAIM: Probability and Statistics
Optimal heat kernel bounds under logarithmic Sobolev inequalities
Dominique Bakry, Daniel Concordet, Michel Ledoux (2010)
ESAIM: Probability and Statistics
We establish optimal uniform upper estimates on heat kernels whose generators satisfy a logarithmic Sobolev inequality (or entropy-energy inequality) with the optimal constant of the Euclidean space. Off-diagonals estimates may also be obtained with however a smaller d istance involving harmonic functions. In the last part, we apply these methods to study some heat kernel decays for diffusion operators of the type Laplacian minus the gradient of a smooth potential with a given growth at infinity....
Poisson kernels of half-spaces in real hyperbolic spaces.
T Byczkowski, P. Graczyk, A. Stós (2007)
Revista Matemática Iberoamericana
Pôles de la matrice de diffusion pour des perturbations captives
V. M. Petkov (1990/1991)
Séminaire Équations aux dérivées partielles (Polytechnique)
Problème de la glace pilée
Colette Anne (1984/1985)
Séminaire de théorie spectrale et géométrie
Régularisation d'équations de Stratonovitch à sauts entre variétés
Serge Cohen, Anne Estrade (1998)
Annales de la Faculté des sciences de Toulouse : Mathématiques
Relèvement horizontal d'une semimartingale càdlàg
Monique Pontier, Anne Estrade (1992)
Séminaire de probabilités de Strasbourg
Remarques sur la convergence des martingales dans les variétés
Sheng-Wu He, Wei-An Zheng (1984)
Séminaire de probabilités de Strasbourg
Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds.
Xiang Dong Li (2006)
Revista Matemática Iberoamericana
Rolling with “slipping” : I
Gareth C. Price, David Williams (1983)
Séminaire de probabilités de Strasbourg
Self-interacting diffusions II : convergence in law
Michel Benaïm, Olivier Raimond (2003)
Annales de l'I.H.P. Probabilités et statistiques
Semimartingales in predictable random open sets
Wei-An Zheng (1982)
Séminaire de probabilités de Strasbourg
Sharp estimates of the Green function of hyperbolic Brownian motion
Kamil Bogus, Tomasz Byczkowski, Jacek Małecki (2015)
Studia Mathematica
The main objective of the work is to provide sharp two-sided estimates of the λ-Green function, λ ≥ 0, of the hyperbolic Brownian motion of a half-space. We rely on the recent results obtained by K. Bogus and J. Małecki (2015), regarding precise estimates of the Bessel heat kernel for half-lines. We also substantially use the results of H. Matsumoto and M. Yor (2005) on distributions of exponential functionals of Brownian motion.
Shrinkage strategies in some multiple multi-factor dynamical systems
Sévérien Nkurunziza (2012)
ESAIM: Probability and Statistics
In this paper, we are interested in estimation problem for the drift parameters matrices of m independent multivariate diffusion processes. More specifically, we consider the case where the m-parameters matrices are supposed to satisfy some uncertain constraints. Given such an uncertainty, we develop shrinkage estimators which improve over the performance of the maximum likelihood estimator (MLE). Under an asymptotic distributional quadratic risk criterion, we study the relative dominance of the...