4 papers
Small time expansion for a strictly hypoelliptic kernel
Pierre Perruchaud
We consider the kernel of a hypoelliptic diffusion beyond the case of sub-ellipticity or polynomial coefficients. We get a full asymptotic expansion for small times, based on a Duh…
Kinetic Dyson Brownian motion
Pierre Perruchaud
We study the spectrum of the kinetic Brownian motion in the space of Hermitian matrices, . We show that the eigenvalues stay distinct for all times, and that th…
Kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold
J. Angst, I. Bailleul, P. Perruchaud
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid…
Homogenisation for anisotropic kinetic random motions
Pierre Perruchaud
We introduce a class of kinetic and anisotropic random motions on the unit tangent bundle of a general Riemannian manifold $(\mathcal M,…