Most probable paths for anisotropic Brownian motions on manifolds

DOI10.1007/s10208-022-09594-4arXiv2110.15634OpenAlexW3210503141WikidataQ114228252 ScholiaQ114228252MaRDI QIDQ6118084

Stefan Sommer, Erlend Grong

Publication date: 23 February 2024

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.15634

zbMATH Keywords

statistics on Riemannian manifoldsanisotropic Brownian motionmost probable pathsdiffusion mean

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Geometric probability and stochastic geometry (60D05) Sub-Riemannian geometry (53C17)

Related Items (1)

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Cites Work

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• Intrinsic statistics on Riemannian manifolds: Basic tools for geometric measurements
• The Onsager-Machlup function for diffusion processes
• Modelling anisotropic covariance using stochastic development and sub-Riemannian frame bundle geometry
• Hypoelliptic second order differential equations
• Evolution Equations with Anisotropic Distributions and Diffusion PCA
• On stochastic horizontal lifts

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