International audienceWe introduce a class of kinetic and anisotropic random motions (x^σ, v^σ) on the unit tangent bundle T¹M of a general Riemannian manifold (M,g), where σ is a positive parameter quantifying the amount of noise affecting the dynamics. As the latter goes to infinity, we then show that the time rescaled process t ↦ x^σ(σ²t) converges in law to an explicit anisotropic Brownian motion on M. Our approach is essentially based on the strong mixing properties of the underlying velocity process and on rough paths techniques, allowing us to reduce the general case to its Euclidean analogue. Using these methods, we are able to recover a range of classical results
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
We construct a recurrent diffusion process with values in the space of probability measures over an ...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
International audienceWe consider in this work a one parameter family of hypoelliptic diffusion proc...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We study some stochastic processes taking values in Lorentzian manifolds. We are particularly intere...
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and p...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
The aim of this paper is to analyze a class of random processes which models the motion of a particl...
The aim of this paper is to analyze a class of random motions which models the motion of a particle ...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
We construct a recurrent diffusion process with values in the space of probability measures over an ...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...
International audienceWe consider in this work a one parameter family of hypoelliptic diffusion proc...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We study some stochastic processes taking values in Lorentzian manifolds. We are particularly intere...
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and p...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
The phenomenon of macroscopic homogenization is illustrated with a simple example of diffusion. We e...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
The aim of this paper is to analyze a class of random processes which models the motion of a particl...
The aim of this paper is to analyze a class of random motions which models the motion of a particle ...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
L'objet de ce mémoire est l'étude de processus stochastiques à valeurs dans des variétés lorentzienn...
We construct a recurrent diffusion process with values in the space of probability measures over an ...
My thesis consists of three different projects.\begin{itemize}\item [1)] We consider a $2 \times 2$ ...