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math.PR2023
Long-time existence of Brownian motion on configurations of two landmarks
Karen Habermann, Philipp Harms, Stefan Sommer
We study Brownian motion on the space of distinct landmarks in , considered as a homogeneous space with a Riemannian metric inherited from a right-invariant metric on…
math.PR2019
Simulation of Conditioned Diffusions on the Flat Torus
Mathias Højgaard Jensen, Anton Mallasto, Stefan Sommer
Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for e…