AbstractKinetic Brownian motion is a stochastic process that interpolates between the geodesic flow and Laplacian. It is also an analogue of Bismut’s hypoelliptic Laplacian. We prove the strong convergence of the spectrum of kinetic Brownian motion to the spectrum of base Laplacian for all compact Riemannian manifolds. This generalizes recent work of Kolb--Weich--Wolf on constant curvature sur...
Abstract:The skew Brownian motion is constructed by assigning signs to Brownian excursions away from 0, each excursion being positive with probability p and negative with probability 1-p. It can equivalently (Harrison-Shepp, 1981) be seen as the strong solution of the SDE dX_t=dB_t + (2p-1) dL_t(X) where L_t(X) denotes the local time of the diffusion at 0. The skew Brownian flow as studied by ...