On a manifold, consider an elliptic diffusion X admitting an invariant measure μ. The goal of this paper is to introduce and investigate the first properties of stochastic domain evolutions (Dt)t∈[0,τ] which are intertwining dual processes for X (where τ is an appropriate positive stopping time before the potential emergence of singularities). They provide an extension of Pitman’s theorem, as it turns out that (μ(Dt))t∈[0,τ] is a Bessel-3 process, up to a natural time-change. When X is a Brownian motion on a Riemannian manifold, the dual domain-valued process is a stochastic modification of the mean curvature flow to which is added an isoperimetric ratio drift to prevent it from collapsing into singletons
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
peer reviewedAn evolving Riemannian manifold (M,g_t)_{t\in I} consists of a smooth d-dimensional man...
National audienceOn a manifold, consider an elliptic diffusion X admitting an invariant measure μ. T...
International audienceOn a manifold, consider an elliptic diffusion $X$ admitting an invariant mea...
The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manif...
The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manif...
AbstractFor μ=(μ1,…,μd) with each μi being a signed measure on Rd belonging to the Kato class Kd,1, ...
Markov intertwining is an important tool in stochastic processes: it enables to prove equalities in ...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, i...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, in...
The present work is about measure-valued diffusion processes, which are aligned with two distinct ge...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We relate the recurrence and transience of a branching diffusion process on a Rieman-nian manifold M...
International audienceThe article presents a novel variational calculus to analyze the stability and...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
peer reviewedAn evolving Riemannian manifold (M,g_t)_{t\in I} consists of a smooth d-dimensional man...
National audienceOn a manifold, consider an elliptic diffusion X admitting an invariant measure μ. T...
International audienceOn a manifold, consider an elliptic diffusion $X$ admitting an invariant mea...
The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manif...
The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manif...
AbstractFor μ=(μ1,…,μd) with each μi being a signed measure on Rd belonging to the Kato class Kd,1, ...
Markov intertwining is an important tool in stochastic processes: it enables to prove equalities in ...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, i...
We study three classes of continuous time Markov processes (inclusion process, exclusion process, in...
The present work is about measure-valued diffusion processes, which are aligned with two distinct ge...
In this report we study Markov processes on compact and connected Riemannian manifolds. We define a ...
We relate the recurrence and transience of a branching diffusion process on a Rieman-nian manifold M...
International audienceThe article presents a novel variational calculus to analyze the stability and...
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional subma...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
peer reviewedAn evolving Riemannian manifold (M,g_t)_{t\in I} consists of a smooth d-dimensional man...