39 citations · 118 across the 37 of their papers we have counts for
46 papers
Large time behaviour for the semigroup of the kinetic Brownian motion in the plane
Magalie Bénéfice, Michel Bonnefont, Marc Arnaudon +1
We establish an integration by parts formula for the semigroup in time of the kinetic Brownian motion in the Euclidean plane together with its velocity in the circle. The sto…
Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains
Marc Arnaudon, Jean-François Chassagneux, Sergey Nadtochiy +1
The purpose of this paper is twofold. First, we introduce the notion of a -martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R…
Continuous-time filtering in Lie groups: estimation via the Fr{é}chet mean of solutions to stochastic differential equations
Magalie Bénéfice, Marc Arnaudon, Audrey Giremus
We compute the Fréchet mean of the solution to a continuous-time stochastic differential equation in a Lie group. It provides an estimator with minimal vari…
On the separation cut-off phenomenon for Brownian motions on high dimensional rotationally symmetric compact manifolds
Koléhè Coulibaly-Pasquier, Marc Arnaudon, Laurent Miclo
Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the B…
A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion
Marc Arnaudon, Magalie Bénéfice, Michel Bonnefont +1
We propose a new simple construction of a coupling at a fixed time of two sub-Riemannian Brownian motions on the Heisenberg group and on the free step 2 Carnot groups. The construc…
Coarse extrinsic curvature of Riemannian submanifolds
Marc Arnaudon, Xue-Mei Li, Benedikt Petko
We introduce a novel concept of coarse extrinsic curvature for Riemannian submanifolds, inspired by Ollivier's notion of coarse Ricci curvature. This curvature is derived from the…