Couplings of brownian motions with set-valued dual processes on riemannian manifolds
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | ARNAUDON, Marc | |
| hal.structure.identifier | Institut Élie Cartan de Lorraine [IECL] | |
| dc.contributor.author | COULIBALY-PASQUIER, Koléhè | |
| hal.structure.identifier | Toulouse School of Economics [TSE-R] | |
| hal.structure.identifier | Institut de Mathématiques de Toulouse UMR5219 [IMT] | |
| dc.contributor.author | MICLO, Laurent | |
| dc.date.accessioned | 2024-04-04T02:40:59Z | |
| dc.date.available | 2024-04-04T02:40:59Z | |
| dc.date.issued | 2024-02-20 | |
| dc.identifier.issn | 2429-7100 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/191109 | |
| dc.description.abstractEn | 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. | |
| dc.description.sponsorship | Toulouse Graduate School défis en économie et sciences sociales quantitatives - ANR-17-EURE-0010 | |
| dc.language.iso | en | |
| dc.publisher | École polytechnique | |
| dc.subject.en | Stochastic mean curvature evolutions | |
| dc.subject.en | Couplings of primal and dual processes | |
| dc.subject.en | Set-valued dual processes | |
| dc.subject.en | Intertwining relations | |
| dc.subject.en | Brownian motions on Riemannian manifolds | |
| dc.subject.en | Boundary and skeleton local times | |
| dc.subject.en | Generalized Pitman theorem | |
| dc.title.en | Couplings of brownian motions with set-valued dual processes on riemannian manifolds | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.5802/jep.258 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2012.02444 | |
| bordeaux.journal | Journal de l'École polytechnique — Mathématiques | |
| bordeaux.page | 473-522 | |
| bordeaux.volume | 11 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-03037469 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-03037469v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal%20de%20l'%C3%89cole%20polytechnique%20%E2%80%94%20Math%C3%A9matiques&rft.date=2024-02-20&rft.volume=11&rft.spage=473-522&rft.epage=473-522&rft.eissn=2429-7100&rft.issn=2429-7100&rft.au=ARNAUDON,%20Marc&COULIBALY-PASQUIER,%20Kol%C3%A9h%C3%A8&MICLO,%20Laurent&rft.genre=article |
Fichier(s) constituant ce document
| Fichiers | Taille | Format | Vue |
|---|---|---|---|
|
Il n'y a pas de fichiers associés à ce document. |
|||