41 citations · 257 across the 53 of their papers we have counts for
5 papers · 2 filters
Hypocoercivity for Hamiltonian Diffusions with Singular Drift
Zhen-Qing Chen, Martin Grothaus, Onno Pfohl
We establish -exponential strong ergodicity (strong mixing) with an explicit rate of convergence for a class of degenerate diffusions with multiplicative noise and with singul…
The OrnsteinUhlenbeck process on with a volatility operator
Martin Grothaus, Simon Wittmann
We analyze a diffusion on the -Wasserstein space over for which \begin{equation*} |μ_t|_2^2-|μ_0|_2^2-2ct+2\int_0 ^t|μ_s|_2^2\,d…
On Skorokhod Problems for Reflected and Singular Stochastic Heat Equations
Martin Grothaus, Nicolas Renner
We prove a Skorokhod decomposition for the Markov processes and associated to the gradient Dirichlet forms with respect to the measures and , respectively.…
Hypocoercive Langevin dynamics on the Lie group
Martin Grothaus, Andrea V. Hurtado-Quiceno
We consider a Langevin-type diffusion on the planar motion group , describing the coupled evolution of position and orientation with degenerate noise acting only in…
Characterization of the (fractional) Malliavin-Watanabe-Sobolev spaces via the Bargmann-Segal norm
Wolfgang Bock, Martin Grothaus
Motivated by an open question going back to P.Malliavin and P.-A.Meyer (and closely related to the foundational work of S.Watanabe) on whether Malliavin-Watanabe-Sobolev regularity…