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math.PR2024
Second-order differential operators, stochastic differential equations and Brownian motions on embedded manifolds
Du Nguyen, Stefan Sommer
We specify the conditions when a manifold M embedded in an inner product space E is an invariant manifold of a stochastic differential equation (SDE) on E, linking it with the noti…
math.PR2024
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…