Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds

DOI10.5802/jep.258arXiv2012.02444OpenAlexW4297201866MaRDI QIDQ6122624

Marc Arnaudon, Koléhè A. Coulibaly-Pasquier, Laurent Miclo

Publication date: 1 March 2024

Published in: Journal de l'École Polytechnique -- Mathématiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.02444

zbMATH Keywords

intertwining relationsset-valued dual processesBrownian motions on Riemannian manifoldsboundary and skeleton local timescouplings of primal and dual processesgeneralized Pitman theoremstochastic mean curvature evolutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Local time and additive functionals (60J55) Quasilinear parabolic equations with mean curvature operator (35K93) Flows related to mean curvature (53E10)

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