M. Grothaus

activity

20242026

collaborators

8 papers

math.PR2026

Hypocoercivity for Hamiltonian Diffusions with Singular Drift

Zhen-Qing Chen, Martin Grothaus, Onno Pfohl

We establish $L^{2}$ -exponential strong ergodicity (strong mixing) with an explicit rate of convergence for a class of degenerate diffusions with multiplicative noise and with singul…

math.PR2026

The Ornstein $-$ Uhlenbeck process on $P_{2}$ with a volatility operator

Martin Grothaus, Simon Wittmann

We analyze a diffusion $(I^¼_{t})_{t \geq 0}$ on the $2$ -Wasserstein space $P_{2}$ over $R^{d}$ for which \begin{equation*} |Î¼_t|_2^2-|Î¼_0|_2^2-2ct+2\int_0 ^t|Î¼_s|_2^…

math.PR2026

On Skorokhod Problems for Reflected and Singular Stochastic Heat Equations

Martin Grothaus, Nicolas Renner

We prove a Skorokhod decomposition for the Markov processes $X^{a}$ and $X$ associated to the gradient Dirichlet forms with respect to the measures $I ¨ ^{a} I^¼^{2}$ and $I ¨ I^¼^{2}$ , respect…

math.PR2026

Stochastic Currents of Fractional Brownian Motion: Existence and Regularity

Martin Grothaus, Jose Luis da Silva, Herry Pribawanto Suryawan +1

By using white noise analysis, we study the integral kernel $I^¾ (x)$ , $x \in R^{d}$ , of stochastic currents corresponding to fractional Brownian motion with Hurst parameter $…

math.PR2026

Hypocoercive Langevin dynamics on the Lie group $SE (2)$

Martin Grothaus, Andrea V. Hurtado-Quiceno

We consider a Langevin-type diffusion on the planar motion group $SE (2)$ , describing the coupled evolution of position and orientation with degenerate noise acting only in…

math.PR2026

Characterization of the (fractional) Malliavin-Watanabe-Sobolev spaces $D^{I^\pm, 2}$ 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…

Hypocoercivity for Hamiltonian Diffusions with Singular Drift

The Ornstein−Uhlenbeck process on P2​ with a volatility operator

On Skorokhod Problems for Reflected and Singular Stochastic Heat Equations

Stochastic Currents of Fractional Brownian Motion: Existence and Regularity

Hypocoercive Langevin dynamics on the Lie group SE(2)

Characterization of the (fractional) Malliavin-Watanabe-Sobolev spaces DI^±,2 via the Bargmann-Segal norm

The Ornstein $-$ Uhlenbeck process on $P_{2}$ with a volatility operator

Hypocoercive Langevin dynamics on the Lie group $SE (2)$

Characterization of the (fractional) Malliavin-Watanabe-Sobolev spaces $D^{I^\pm, 2}$ via the Bargmann-Segal norm