Couplings of brownian motions with set-valued dual processes on riemannian manifolds
Langue
en
Article de revue
Ce document a été publié dans
Journal de l'École polytechnique — Mathématiques. 2024-02-20, vol. 11, p. 473-522
École polytechnique
Résumé en anglais
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 ...Lire la suite >
Mots clés en anglais
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
Project ANR
Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010