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