In a recent work, E. Cinti and F. Otto established some new interpolation inequalities in the study of pattern formation, bounding the Lr(μ)-norm of a probability density with respect to the reference measure μ by its Sobolev norm and the Kantorovich-Wasserstein distance to μ. This article emphasizes this family of interpolation inequalities, called Sobolev-Kantorovich inequalities, which may be established in the rather large setting of non-negatively curved (weighted) Riemannian manifolds by means...

In this paper we want to show how well-known results from the theory of (regular) elliptic boundary value problems, function spaces and interpolation, subordination in the sense of Bochner and Dirichlet forms can be combined and how one can thus get some new aspects in each of these fields.

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$ implies the...

Let X be a regular continuous positively recurrent Markov process with state space ℝ, scale function S and speed measure m. For a∈ℝ denote Ba+=supx≥am(]x, +∞[)(S(x)−S(a)), Ba−=supx≤am(]−∞; x[)(S(a)−S(x)). It is well known that the finiteness of Ba± is equivalent to the existence of spectral gaps of generators associated with X. We show how these quantities appear independently in the study of the exponential moments of hitting times of X. Then we establish a very direct relation between exponential...

Consider the boundary value problem (L.P):$(h-A)u=f$ in $D$, $(v-\Gamma )u=g$ on $\partial D$ where $A$ is written as $A=1/2{\sum }_{i=1}^m{Y}_i^2+Y_0$, and $\Gamma$ is a general Venttsel’s condition (including the oblique derivative condition). We prove existence, uniqueness and smoothness of the solution of (L.P) under the Hörmander’s condition on the Lie brackets of the vector fields $Y_i$ ($0\le i\le m$), for regular open sets $D$ with a non-characteristic boundary.Our study lies on the stochastic representation of $u$ and uses the stochastic calculus of variations for the $(A,\Gamma )$-diffusion process...

We show in this article how the theory of “rough paths” allows us to construct solutions of differential equations (SDEs) driven by processes generated by divergence-form operators. For that, we use approximations of the trajectories of the stochastic process by piecewise smooth paths. A result of type Wong-Zakai follows immediately.

We have seen in a previous article how the theory of “rough paths” allows us to construct solutions of differential equations driven by processes generated by divergence form operators. In this article, we study a convergence criterion which implies that one can interchange the integral with the limit of a family of stochastic processes generated by divergence form operators. As a corollary, we identify stochastic integrals constructed with the theory of rough paths with Stratonovich or Itô integrals...

We give several necessary and sufficient conditions that a function $\phi$ maps the paths of one diffusion into the paths of another. One of these conditions is that $\phi$ is a harmonic morphism between the associated harmonic spaces. Another condition constitutes an extension of a result of P. Lévy about conformal invariance of Brownian motion. The third condition implies that two diffusions with the same hitting distributions differ only by a chance of time scale. We also obtain a converse of the above...

We obtain a stochastic representation of a diffusion corresponding to a uniformly elliptic divergence form operator with co-normal reflection at the boundary of a bounded $C^2$-domain. We also show that the diffusion is a Dirichlet process for each starting point inside the domain.

Let X(t) be a diffusion process satisfying the stochastic differential equation dX(t) = a(X(t))dW(t) + b(X(t))dt. We analyse the asymptotic behaviour of p(t) = ProbX(t) ≥ 0 as t → ∞ and construct an equation such that $limsu{p}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=1$ and $limin{f}_{t\to \infty }{t}^{-1}{\int }_0^{t}p\left(s\right)ds=0$.