ARNAUDON, Marc; COULIBALY-PASQUIER, Koléhè; MICLO, Laurent

doi:10.5802/jep.258

Metadatos

Mostrar el registro completo del ítem

Licencia de uso del documento

ARNAUDON, Marc
Institut de Mathématiques de Bordeaux [IMB]

COULIBALY-PASQUIER, Koléhè
Institut Élie Cartan de Lorraine [IECL]

MICLO, Laurent
Toulouse School of Economics [TSE-R]
Institut de Mathématiques de Toulouse UMR5219 [IMT]

Idioma

Article de revue

Este ítem está publicado en

Journal de l'École polytechnique — Mathématiques. 2024-02-20, vol. 11, p. 473-522

École polytechnique

Resumen en inglés

The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manifold M , together with a compact valued process D_t such that, at least for small enough D-stopping time T and conditioned to the filtration of D_t up to time T , the law of X_T is the normalized Lebesgue measure on D_T. This intertwining result is a generalization of Pitman theorem. We first construct regular intertwined processes related to Stokes' theorem. Then using several limiting procedures we construct synchronous intertwined, free intertwined, mirror intertwined processes. The local times of the Brownian motion on the (morphological) skeleton or the boundary of D plays an important role. Several example with moving intervals, discs, annulus, symmetric convex sets are investigated.< Leer menos

Palabras clave en inglés

Stochastic mean curvature evolutions

Couplings of primal and dual processes

Set-valued dual processes

Intertwining relations

Brownian motions on Riemannian manifolds

Boundary and skeleton local times

Generalized Pitman theorem

URI

https://oskar-bordeaux.fr/handle/20.500.12278/191109

DOI

http://dx.doi.org/10.5802/jep.258

Proyecto ANR

Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010

Orígen

Importado de Hal

Centros de investigación

Institut de Mathématiques de Bordeaux (IMB) - UMR 5251