0000000000013943
AUTHOR
Rémi Léandre
showing 18 related works from this author
Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut’s Integration-by-Parts Formula
2007
We give a probabilistic proof of the classical long-time behaviour of the heat kernel on a compact manifold by using Bismut’s integration-by-parts formula.
A Criterium for the Strict Positivity of the Density of the Law of a Poisson Process
2011
We translate in semigroup theory our result (Leandre, 1990) giving a necessary condition so that the law of a Markov process with jumps could have a strictly positive density. This result express, that we have to jump in a finite number of jumps in a "submersive" way from the starting point to the end point if the density of the jump process is strictly positive in . We use the Malliavin Calculus of Bismut type of (Leandre, (2008;2010)) translated in semi-group theory as a tool, and the interpretation in semi-group theory of some classical results of the stochastic analysis for Poisson process as, for instance, the formula giving the law of a compound Poisson process.
Equivariant cohomology, Fock space and loop groups
2006
Equivariant de Rham cohomology is extended to the infinite-dimensional setting of a loop subgroup acting on a loop group, using Hida supersymmetric Fock space for the Weil algebra and Malliavin test forms on the loop group. The Mathai–Quillen isomorphism (in the BRST formalism of Kalkman) is defined so that the equivalence of various models of the equivariant de Rham cohomology can be established.
Regularity of a Degenerated Convolution Semi-Group Without to Use the Poisson Process
2011
We translate in semi-group theory our regularity result for a degenerated convolution semi-group got by the Malliavin Calculus of Bismut type for Poisson processes.
Hochschild Cohomology Theories in White Noise Analysis
2008
We show that the continuous Hochschild cohomology and the differential Hochschild cohomology of the Hida test algebra endowed with the normalized Wick product are the same.
Bismut’s Way of the Malliavin Calculus for Non-Markovian Semi-groups: An Introduction
2019
We give a review of our recent works related to the Malliavin calculus of Bismut type for non-Markovian generators. Part IV is new and relates the Malliavin calculus and the general theory of elliptic pseudo-differential operators.
Varadhan estimates without probability: lower bound
2007
We translate in semi-group theory our proof of Varadhan estimates for subelliptic Laplacians which was using the theory of large deviations of Wentzel-Freidlin and the Malliavin Calculus of Bismut type.
Malliavin Calculus and Skorohod Integration for Quantum Stochastic Processes
2000
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $\eufrak{h}$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $\eufrak{h}=L^2(\mathbb{R}_+)$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal…
Heat Kernel Measure on Central Extension of Current Groups in any Dimension
2006
We define measures on central extension of current groups in any dimension by using infinite dimensional Brownian motion.
Deformation Quantization in White Noise Analysis
2007
We define and present an example of a deformation quantization product on a Hida space of test functions endowed with a Wick product.
SOME RELATIONS BETWEEN BOUNDED BELOW ELLIPTIC OPERATORS AND STOCHASTIC ANALYSIS
2019
International audience; We apply Malliavin Calculus tools to the case of a bounded below elliptic rightinvariant Pseudodifferential operators on a Lie group. We give examples of bounded below pseudodifferential elliptic operators on R d by using the theory of Poisson process and the Garding inequality. In the two cases, there is no stochastic processes besides because the considered semi-groups do not preserve positivity.
Itô-Stratonovitch Formula for the Wave Equation on a Torus
2010
We give an Ito-Stratonovitch formula for the wave equation on a torus, where we have no stochastic process associated to this partial differential equation. This gives a generalization of the classical Ito-Stratonovitch equation for diffusion in semi-group theory established by ourself in [18], [20].
Bismut's Way of the Malliavin Calculus for Elliptic Pseudodifferential Operators on a Lie Group
2018
We give an adaptation of the Malliavin Calculus of Bismut type for a semi-group generated by a right-invariant elliptic pseudodifferential operator on a Lie group.
A Path-Integral Approach to the Cameron-Martin-Maruyama-Girsanov Formula Associated to a Bilaplacian
2012
We define the Wiener product on a bosonic Connes space associated to a Bilaplacian and we introduce formal Wiener chaos on the path space. We consider the vacuum distribution on the bosonic Connes space and show that it is related to the heat semigroup associated to the Bilaplacian. We deduce a Cameron-Martin quasi-invariance formula for the heat semigroup associated to the Bilaplacian by using some convenient coherent vector. This paper enters under the Hida-Streit approach of path integral.
Malliavin Calculus of Bismut Type for Fractional Powers of Laplacians in Semi-Group Theory
2011
We translate into the language of semi-group theory Bismut's Calculus on boundary processes (Bismut (1983), Lèandre (1989)) which gives regularity result on the heat kernel associated with fractional powers of degenerated Laplacian. We translate into the language of semi-group theory the marriage of Bismut (1983) between the Malliavin Calculus of Bismut type on the underlying diffusion process and the Malliavin Calculus of Bismut type on the subordinator which is a jump process.
Deformation Quantization by Moyal Star-Product and Stratonovich Chaos
2012
We make a deformation quantization by Moyal star-product on a space of functions endowed with the normalized Wick product and where Stratonovich chaos are well defined.
Malliavin calculus of Bismut type without probability
2007
We translate in semigroup theory Bismut's way of the Malliavin calculus.
Long Time Behaviour on a Path Group of the Heat Semi-group Associated to a Bilaplacian
2011
We show that in long-time the heat semi-group on a path group associated to a Bilaplacian on the group tends to the Haar distribution on a path group.