On the geometry of diffusion operators and stochastic flows
Linear and affine connections (53B05) Research exposition (monographs, survey articles) pertaining to global analysis (58-02) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)
The authors study the concepts of second-order semi-elliptic operators, stochastic differential equations, stochastic flows and Gaussian vector fields with related metric linear connections on tangent bundles and subbundles of tangent bundles. Given a semi-elliptic differential operator on a manifold \(M\), a representation in such called Hörmander form (a sum of square vector fields) gets an extension to an operator on differential forms. In the same way, representing a diffusion process as the one point motion of a stochastic flow determines a semi-group acting on differential forms. Given a regularity condition there is an associated linear connection and adjoint ``semi-connection in term of which the operators can be simply described. Contents: Chapter 1: the construction of linear connections of vector bundles as push forwards of connections on trivial bundles; Chapter 2: the infinitesimal generator given in Hörmander form and its associated stochastic differential equations; Chapter 3: the diffusion coefficient of a stochastic differential equation has a kernel and filter out the ``redundant noise (from the point of view of the one point motion); Chapter 4: applications to analysis in spaces of paths (integration by parts, logarithmic Sobolev inequality); Chapter 5: applications to stability properties of stochastic flows (bounds for moment exponents, moment stability); technical appendices are contained in Chapter 6.
- On the strong L^p-Hodge decomposition over complete Riemannian manifolds
- A class of vector fields on path spaces
- A Bismut type formula for the Hessian of heat semigroups.
- Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Itô maps.
- Random diffeomorphisms and integration of the classical Navier-Stokes equations
- Homogenisation on homogeneous spaces
- Spectral gap on Riemannian path space over static and evolving manifolds
- The differentiation of hypoelliptic diffusion semigroups
- The vanishing of \(L^2\) harmonic one-forms on based path spaces
- Nash embedding, shape operator and Navier-Stokes equation on a Riemannian manifold
- Sub-Laplacian comparison theorems on totally geodesic Riemannian foliations
- Cartan connections for stochastic developments on sub-Riemannian manifolds
- Intertwining relations for diffusions in manifolds and applications to functional inequalities
- Higher order derivatives of heat semigroups on spheres and Riemannian symmetric spaces
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps
- A local solution to the Navier-Stokes equations on manifolds via stochastic representation
- A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric
- Stochastic completeness and gradient representations for Sub-Riemannian manifolds
- Transverse Weitzenböck formulas and de Rham cohomology of totally geodesic foliations
- Geometric properties of some familiar diffusions in \({\mathbb{R}{}}^ n\)
- Homogenization of an advection equation with locally stationary random coefficients
- Integration by parts and quasi-invariance for the horizontal Wiener measure on foliated compact manifolds
- Divergence theorems in path space. III: Hypoelliptic diffusions and beyond
- An \(L^{2}\) theory for differential forms on path spaces. I
- On drift, diffusion and geometry
- Divergence theorems in path space. II: Degenerate diffusions
- Bismut type formulae for diffusion semigroups on Riemannian manifolds
- Functional inequality on path space over a non-compact Riemannian manifold
- Transportation-cost inequality on path spaces with uniform distance
- Characterizations of the upper bound of Bakry-Emery curvature
- The Gauss-Bonnet-Chern theorem: A probabilistic perspective
- Intertwinned diffusions by examples
- Equivariant diffusions on Principal bundles
- RELATIONSHIP BETWEEN STOCHASTIC FLOWS AND CONNECTION FORMS
- scientific article; zbMATH DE number 4155601 (Why is no real title available?)
- Stochastic embedding of dynamical systems
- REDUCTION, RECONSTRUCTION, AND SKEW-PRODUCT DECOMPOSITION OF SYMMETRIC STOCHASTIC DIFFERENTIAL EQUATIONS
- Diffusions and Elliptic Operators
- SOME FAMILIES OF q-VECTOR FIELDS ON PATH SPACES
- scientific article; zbMATH DE number 2121145 (Why is no real title available?)
- Stochastic differential geometry at Saint-Flour
- Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms
- Stochastic heat equations for infinite strings with values in a manifold
- Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
- Asymptotic properties of maximum likelihood estimation: parameterized diffusion in a manifold
- The Global Geometry of Stochastic L{\oe}wner Evolutions
- Laplace operators on differential forms over configuration spaces
- Markovian connection, curvature and Weitzenböck formula on Riemannian path spaces
- Heat equation derivative formulas for vector bundles
- Poincaré inequality for weighted first order Sobolev spaces on loop spaces
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Logarithmic heat kernel estimates without curvature restrictions
- Infinite-dimensional degree theory and stochastic analysis
- A concrete estimate for the weak Poincaré inequality on loop space
- Constantin and Iyer's representation formula for the Navier-Stokes equations on manifolds
- Hessian formulas and estimates for parabolic Schrödinger operators
- Divergence theorems in path space
- Ikeda-Watanabe's connection, Brownian motion and Navier-Stokes equation on Riemannian manifolds
- On the Navier-Stokes equations and the Hamilton-Jacobi-Bellman equation on the group of volume preserving diffeomorphisms
- Intrinsic geometry and analysis of diffusion processes and \(L^{\infty}\)-variational problems
- On uniformly subelliptic operators and stochastic area
- Superposition rules and stochastic Lie-Scheffers systems
- Riesz transforms on forms and L^p-Hodge decomposition on complete Riemannian manifolds
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