13 citations · 63 across the 35 of their papers we have counts for
6 papers · 1 filter
Score matching for sub-Riemannian bridge sampling
Erlend Grong, Karen Habermann, Stefan Sommer
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst si…
Most probable paths for developed processes
Erlend Grong, Stefan Sommer
Optimal paths for the classical Onsager-Machlup function determining most probable paths between points on a manifold are only explicitly identified for specific processes, for exa…
Most probable flows for Kunita SDEs
Erlend Grong, Stefan Sommer
We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in flu…
Most probable paths for anisotropic Brownian motions on manifolds
Erlend Grong, Stefan Sommer
Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic development of Euclidean Brownian motions using the fiber bundle of linear fram…
Geometric rough paths on infinite dimensional spaces
Erlend Grong, Torstein Nilssen, Alexander Schmeding
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For , we give criteria for whe…
Radial processes for sub-Riemannian Brownian motions and applications
Fabrice Baudoin, Erlend Grong, Kazumasa Kuwada +2
We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. Itô's formula is proved for the radial processes associated to Riemannian…