Exponential integrability and exit times of diffusions on sub-Riemannian and metric measure spaces

in Bernoulli (2020), 26(3), 2202-2225

In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian ... [more ▼]

In this article we derive moment estimates, exponential integrability, concentration inequalities and exit times estimates for canonical diffusions in two settings each beyond the scope of Riemannian geometry. Firstly, we consider sub-Riemannian limits of Riemannian foliations. Secondly, we consider the non-smooth setting of RCD*(K,N) spaces. In each case the necessary ingredients are an Ito formula and a comparison theorem for the Laplacian, for which we refer to the recent literature. As an application, we derive pointwise Carmona-type estimates on eigenfunctions of Schrodinger operators. [less ▲]

Approximation of Riemannian measures by Stein’s method

E-print/Working paper (2020)

Derivatives of Feynman-Kac Semigroups

in Journal of Theoretical Probability (2019)

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of ... [more ▼]

We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, although the assumptions are purely geometric. [less ▲]

Functional inequalities on manifolds with non-convex boundary

in Science China Mathematics (2018), 61(8), 1421-1436

In this article, new curvature conditions are introduced to establish functional inequalities including gradient estimates, Harnack inequalities and transportation-cost inequalities on manifolds with non ... [more ▼]

In this article, new curvature conditions are introduced to establish functional inequalities including gradient estimates, Harnack inequalities and transportation-cost inequalities on manifolds with non-convex boundary. [less ▲]

Brownian bridges to submanifolds

in Potential Analysis (2018)

We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We ... [more ▼]

We introduce and study Brownian bridges to submanifolds. Our method involves proving a general formula for the integral over a submanifold of the minimal heat kernel on a complete Riemannian manifold. We use the formula to derive lower bounds, an asymptotic relation and derivative estimates. We also see a connection to hypersurface local time. This work is motivated by the desire to extend the analysis of path and loop spaces to measures on paths which terminate on a submanifold. [less ▲]

Brownian motion and the distance to a submanifold

in Potential Analysis (2016)

We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance ... [more ▼]

We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian comparison theorem, a characterization of local time on a hypersurface which includes a formula for the mean local time, an exit time estimate for tubular neighbourhoods and a concentration inequality. We derive the concentration inequality using moment estimates to obtain an exponential bound, which holds under fairly general assumptions and which is sufficiently sharp to imply a comparison theorem. We provide numerous examples throughout. Further applications will feature in a subsequent article, where we see how the main results and methods presented here can be applied to certain study objects which appear naturally in the theory of submanifold bridge processes. [less ▲]