International audienceWe consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle T 1 M of a Riemannian manifold (M, g), collectively called kinetic Brownian motions, that are random perturbations of the geodesic flow, with a parameter σ quantifying the size of the noise. Projection on M of these processes provides random C 1 paths in M. We show, both qualitively and quantitatively, that the laws of these M-valued paths provide an interpolation between geodesic and Brownian motions. This qualitative description of kinetic Brownian motion as the parameter σ varies is complemented by a thourough study of its long time asymptotic behaviour on rotationally invariant manifolds, when σ is fixed, ...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
Analogous to the characterisation of Brownian motion on a Riemannian manifold as the development of ...
Diffusion processes play an important role in describing systems in many fields of science, as in ph...
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and p...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
International audienceWe introduce a class of kinetic and anisotropic random motions (x^σ, v^σ) on t...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
We study some stochastic processes taking values in Lorentzian manifolds. We are particularly intere...
We prove the convergence of the spectrum of the generator of the kinetic Brownian motion to the spec...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
AbstractA global lower estimate for the transition probability of the Brownian motion on a complete ...
AbstractThe theory of integration in infinite dimensions is in some sense the backbone of probabilit...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
Analogous to the characterisation of Brownian motion on a Riemannian manifold as the development of ...
Diffusion processes play an important role in describing systems in many fields of science, as in ph...
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and p...
The kinetic Brownian motion is a family of stochastic processes indexed by a noise parameter, which ...
International audienceWe introduce a class of kinetic and anisotropic random motions (x^σ, v^σ) on t...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic...
We study some stochastic processes taking values in Lorentzian manifolds. We are particularly intere...
We prove the convergence of the spectrum of the generator of the kinetic Brownian motion to the spec...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
AbstractA global lower estimate for the transition probability of the Brownian motion on a complete ...
AbstractThe theory of integration in infinite dimensions is in some sense the backbone of probabilit...
This paper studies rescaled images, under exp−1μ, of the sample Fréchet means of i.i.d. random varia...
Analogous to the characterisation of Brownian motion on a Riemannian manifold as the development of ...
Diffusion processes play an important role in describing systems in many fields of science, as in ph...