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Last changes: December 16th, 2024.
Publications
- Arnaudon, Marc; Coulibaly-Pasquier Koléhè; Miclo Laurent
The stochastic renormalized curvature flow for planar convex sets.
Electronic Journal of Probability 29 (2024) article no. 183, 1-43.
- Arnaudon, Marc; Coulibaly-Pasquier Koléhè; Miclo Laurent
Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds.
Journal de l'Ecole Polytechnique, Tome 11 (2024) 473-522
- Arnaudon, Marc; Coulibaly-Pasquier Koléhè; Miclo Laurent
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres.
Bernoulli 30 (2024), no. 2, 1007-1028
- Arnaudon, Marc; Coulibaly-Pasquier Koléhè; Miclo Laurent
On Markov intertwining relations and primal conditioning.
Journal of Theoretical Probability 37 (2024), no. 3, 2425-2456
- Arnaudon, Marc; Del Moral, Pierre; Ouhabaz, El Maati
A Lyapunov approach to stability of positive semigroups: an overview with illustrations.
Stoch. Anal. Appl. 42 (2024), no. 1, 121-200
- Arnaudon, Marc; Del Moral, Pierre
A duality formula and a particle Gibbs sampler for continuous time Feynman-Kac measures on path spaces.
Electronic Journal of Probability 25 (2020), article no. 157, 1-54
- Arnaudon, Marc; Del Moral, Pierre
A second order analysis of McKean-Vlasov semigroups.
The Annals of Applied Probability, 2020, Vol. 30, No. 6, 2613-2664
- Arnaudon, Marc; Cruzeiro, Ana Bela; Léonard, Christian; Zambrini, Jean-Claude
An entropic interpolation problem for incompressible viscous fluids.
Annales de l'Institut Henri Poincaré, Probability and Statistics 56 (2020), no. 3, 2211-2235
- Arnaudon, Marc; Del Moral, Pierre
A variational approach to nonlinear and interacting diffusions.
Stochastic Analysis and Applications,
Volume 37, 2019, Issue 5
- Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu
Gradient Estimates on Dirichlet and Neumann Eigenfunctions.
International Mathematics Research Notices,
Volume 2020, Issue 20,
October 2020, Pages 7279-7305
- Hajri, Hatem; Arnaudon, Marc
On a coupling of solutions to the interface SDE on a star graph.
J Theoret. Probab. 32 (2019), no. 3, 1021-1054
- Arnaudon, Marc; Bonnefont, Michel; Joulin, Aldéric
Intertwinings and generalized Brascamp-Lieb inequalities.
Revista Matemática Iberoamericana 34 (2018), no. 3, 1021-1054
- Arnaudon, Marc; Cruzeiro, Ana Bela; Fang, Shizan
Generalized stochastic Lagrangian paths for the Navier-Stokes equation.
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze (5), Vol. XVIII(2018), 1-28
- Arnaudon, Marc; Li, Xue-Mei
Reflected Brownian motion: selection, approximation and linearization.
Electronic Journal of Probability 22 (2017), no. 31, 1-55
- Arnaudon, Marc; Zambrini, Jean-Claude
A stochastic look at geodesics on the sphere.
Geometric Science of Information, 470-476, Lecture Notes in Computer Science 10589, Springer, 2017
- Hajri, Hatem; Caglar, Mine; Arnaudon, Marc
Application of stochastic flows to the sticky Brownian motion equation.
Electronic Communications in Probability 2017, Vol. 22, paper no. 3, 1-10
- Arnaudon, Marc; Miclo, Laurent
A stochastic algorithm finding p-means on the circle.
Bernoulli 22(4), 2016, 2237-2300
- Bourmaud, Guillaume; Mégret, Rémi; Arnaudon, Marc; Giremus, Audrey
Continuous-Discrete Extended Kalman Filter on Matrix Lie Groups Using Concentrated Gaussian Distribution.
Journal of Mathematical Imaging and Vision, Volume 51, Issue 1 (2015), Page 209-228
- Arnaudon, Marc; Chen, Xin; Cruzeiro, Ana Bela
Stochastic Euler-Poincaré reduction.
Journal of Mathematical Physics, Vol 55, Issue 8, August 2014
- Arnaudon, Marc; Miclo, Laurent
A stochastic algorithm finding generalized means on compact manifolds.
Stochastic Processes and their Applications 124 (2014), pp. 3463-3479
- Antoniouk, Alexandra; Arnaudon, Marc
Variational principle for weighted porous media equation.
C. R. Acad. Sci. Paris, Ser. I 352 (2014) 31-34
- Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu
Equivalent Harnack and Gradient Inequalities for Pointwise Curvature Lower Bound.
Bull. Sci. Math. 138 (2014), pp. 643-655
- Antoniouk, Alexandra; Arnaudon, Marc; Cruzeiro, Ana Bela
Generalized stochastic flows and applications to incompressible viscous fluids.
Bull. Sci. Math 138 (2014), pp. 565-584
- Arnaudon, Marc; Miclo, Laurent
Means in complete manifolds: uniqueness and approximation.
ESAIM Probability and Statistics 18 (2014), 185--206
- Arnaudon, Marc; Barbaresco, Frédéric; Yang Le
Riemannian medians and means with applications to radar signal processing.
IEEE Journal of Selected Topics in Signal Processing, Vol. 7, No. 4, August 2013, 595--604
- Arnaudon, Marc; Nielsen, Frank
On Approximating the Riemannian 1-Center.
Computational Geometry: Theory and Applications, 46 (2013), no. 1, 93--104
- Arnaudon, Marc; Dombry, Clément; Phan, Anthony; Yang, Le
Stochastic algorithms for computing means of probability measures.
Stochastic Processes and their Applications 122 (2012), pp. 1437-1455
- Arnaudon, Marc; Barbaresco, Frédéric; Yang Le
Medians and means in Riemannian geometry: existence, uniqueness and computation.
Matrix Information Geometry (R. Bathia and F. Nielsen, Eds.) Springer (2012), 169--198
- Arnaudon, Marc; Cruzeiro, Ana Bela
Lagrangian Navier-Stokes diffusions on manifolds: variational principle and stability.
Bull. Sci. Math. 136 (2012), no. 8, 857--881.
- Arnaudon, Marc; Nielsen, Frank
Medians and means in Finsler geometry.
LMS Journal of Computation and Mathematics volume 15, pp. 23-37 (2012)
- Arnaudon, Marc; Cruzeiro, Ana Bela; Galamba, Nuno
Lagrangian Navier-Stokes flows: a stochastic model.
Journal of Physics A: Mathematical and Theoretical, 44 (2011), no. 17, 175501, 12 pp
- Arnaudon, Marc; Thalmaier, Anton
The differentiation of hypoelliptic diffusion semigroups.
Illinois Journal of Math. 54 (2010), no. 17
- Arnaudon, Marc; Cruzeiro, Ana Bela
Stochastic Lagrangian flows on some compact manifolds.
Stochastics An International Journal of Probability and Stochastic Processes, Vol. 84, Nos 2-3, April-June 2012, 367--381
- Arnaudon, Marc; Thalmaier, Anton
Brownian motion and negative curvature.
Boundaries and Spectra of Random Walks, Progress in Probability, Vol. 64, 145--163, Springer Basel (2011)
- Arnaudon, Marc; Thalmaier, Anton
Li-Yau Type Gradient Estimates and Harnack Inequalities by Stochastic Analysis.
Advanced Studies in Pure Mathematics 57 (2010) 29--48
- Arnaudon, Marc; Coulibaly, Abdoulaye, Thalmaier, Anton
Horizontal
diffusions in C^1 path space.
Séminaire de
Probabilités XLIII, 73--94, Lecture Notes in Mathematics 2006, Springer (2010)
- Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu
Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds.
Stochastic Processes and their Applications, 119 (2009), no. 10, 3653--3670.
- Arnaudon, Marc; Breton, Jean-Christophe ; Privault, Nicolas
convex ordering for random vectors using predictable representation.
Potential Analysis, 29 (2008), no. 4, 327--349.
- Arnaudon, Marc; Thalmaier, Anton ; Ulsamer, Stefanie
Existence of non-trivial harmonic functions on Cartan-Hadamard
manifolds of unbounded curvature.
Mathematische Zeitschrifft, 263 (2009), no. 2, 369--409.
- Arnaudon, Marc; Coulibaly, Koléhè Abdoulaye ; Thalmaier, Anton
Brownian motion with respect to a metric depending on time: definition, existence and applications to Ricci flow.
C. R. Acad. Sci. Paris, 346 (2008) no. 13--14, 773--778.
- Arnaudon, Marc; Driver, Bruce K.; Thalmaier, Anton
Gradient estimates for positive harmonic functions by stochastic
analysis.
Stochastic Processes and their Applications, 117 (2007), no. 2, 202--220.
- Arnaudon, Marc; Thalmaier, Anton; Wang, Feng-Yu
Harnack inequality and heat kernel estimates on manifolds with
curvature unbounded below.
Bull. Sci. Math. 130 (2006) 223--233
- Arnaudon, Marc; Simon, Thomas
Concentration of the Brownian bridge on Cartan-Hadamard manifolds
with pinched negative sectional curvature.
Annales de l'institut Fourier 55 (2005), no. 3, 891--930.
- Arnaudon, Marc; Li, Xue-Mei
Barycentres of measures transported by stochastic flows.
Ann. Probab. 33 (2005), no. 4, 1509--1543.
- Arnaudon, Marc; Plank, Holger; Thalmaier, Anton
A
Bismut type formula for the Hessian of heat semigroups.
C. R. Math. Acad. Sci. Paris 336 (2003), no. 8, 661--666. 58J65
(60G44)
- Arnaudon, Marc; Thalmaier, Anton
Horizontal
martingales in vector bundles.
Séminaire de
Probabilités, XXXVI, 419--456, Lecture Notes in Math., 1801,
Springer, Berlin, 2003. 58J65 (60G48)
- Arnaudon, Marc; Thalmaier, Anton
Yang-Mills
fields and random holonomy along Brownian
bridges.
Ann. Probab. 31 (2003), no. 2, 769--790. 58J65
(60H07 60H30 81T13)
- Arnaudon, Marc; Bauer, Robert O.; Thalmaier, Anton
A probabilistic approach to the Yang-Mills heat
equation.
J. Math. Pures Appl. (9) 81 (2002), no. 2,
143--166. 58J65 (58J35 60J65)
- Arnaudon, Marc; Belopolskaya, Yana; Paycha, Sylvie
Renormalized Laplacians on a class of Hilbert
manifolds and a Bochner-Weitzenb�ck type formula for
current groups.
Infin. Dimens. Anal. Quantum
Probab. Relat. Top. 3 (2000), no. 1, 53--98. 58J65 (35J05 35R15
46T20)
- Arnaudon, Marc; Thalmaier, Anton
Bismut type differentiation of semigroups.
Prob. Theory and Math. Stat. (Vilnius, 1998), 23-32, VSP/TEV, Utrecht and Vilnius, 1999
- Arnaudon, M.
Appendix to the preceding
paper: "A remark on Tsirelson's stochastic differential equation"
[in Séminaire de Probabilités, XXXIII, 291--303, Lecture
Notes in Math., 1709, Springer, Berlin, 1999; MR 2001e:60111] by
M. �mery and W. Schachermayer. Natural filtration of Brownian motion
indexed by R in a compact manifold.
(French)
Séminaire de Probabilités, XXXIII, 304--314, Lecture
Notes in Math., 1709, Springer, Berlin, 1999. 60J65
- Arnaudon, Marc; Li, Xue-Mei; Thalmaier, Anton
Manifold-valued martingales, changes
of probabilities, and smoothness of finely harmonic
maps.
Ann. Inst. H. Poincaré Probab. Statist. 35
(1999), no. 6, 765--791. 58J65 (58E20 60G48)
- Arnaudon, Marc; Thalmaier, Anton
Stability of stochastic differential equations in
manifolds.
Séminaire de Probabilités,
XXXII, 188--214, Lecture Notes in Math., 1686, Springer, Berlin,
1998. 60H10 (58G32)
- Arnaudon, M.; Thalmaier, A.
Complete lifts of
connections and stochastic Jacobi fields.
J. Math. Pures
Appl. (9) 77 (1998), no. 3, 283--315. 58G32 (60H30)
- Arnaudon, M.; Paycha, S.
Regularisable
and minimal orbits for group actions in infinite
dimensions.
Comm. Math. Phys. 191 (1998), no. 3,
641--662. 58D19 (22E65 58G26)
- Arnaudon, M.; Paycha, S.
Stochastic
tools on Hilbert manifolds: interplay with geometry and
physics.
Comm. Math. Phys. 187 (1997), no. 2,
243--260. 58G32 (58B20 60H30)
- Arnaudon, Marc
Differentiable and
analytic families of continuous martingales in manifolds with
connection.
Probab. Theory Related Fields 108 (1997),
no. 2, 219--257. 58G32 (60G44)
- Paycha, S.; Arnaudon, M.
Projections de
mouvements browniens régularisés via l'action d'un
groupe de Lie hilbertien.
(French) [Projections
of regularized Brownian motions via the action of a Hilbert-Lie
group] Ann. Math. Blaise Pascal 3 (1996), no. 1, 103--110. 60J60
(58B25 58G32)
- Arnaudon, Marc
Barycentres convexes
et approximations des martingales continues dans les
variétés.
(French) [Convex barycenters
and approximations of continuous martingales] Séminaire de
Probabilités, XXIX, 70--85, Lecture Notes in Math., 1613,
Springer, Berlin, 1995. 58G32 (60G44)
- Arnaudon, M.; Paycha, S.
Factorisation of
semi-martingales on principal fibre bundles and the Faddeev-Popov
procedure in gauge theories.
Stochastics Stochastics
Rep. 53 (1995), no. 1-2, 81--107. 58G32 (58D20 60H99)
- Arnaudon, Marc
Espérances
conditionnelles et $\scr C$-martingales dans les
variétés.
(French) [Conditional
expectations and $\scr C$-martingales in manifolds] Séminaire
de Probabilités, XXVIII, 300--311, Lecture Notes in Math.,
1583, Springer, Berlin, 1994. 58G32 (60G48)
- Arnaudon, Marc
Comportements
de martingales et de semi-martingales dans des
variétés.
(French) [Behavior
of martingales and semimartingales in manifolds]
Thèse, Université Louis Pasteur, Strasbourg,
1994. Prépublication de l'Institut de Recherche
Mathématique Avancée [Prepublication of the Institute
of Advanced Mathematical Research], 1993/37. Université Louis
Pasteur, Département de Mathématique, Institut de
Recherche Mathématique Avancée, Strasbourg, 1993. 140
pp. 58G32 (60G48)
- Arnaudon, Marc
Propriétés
asymptotiques des semi-martingales à valeurs dans des
variétés à bord continu.
(French)
[Asymptotic properties of semimartingales with values in manifolds
with continuous boundary] Séminaire de Probabilités,
XXVII, 182--201, Lecture Notes in Math., 1557, Springer, Berlin,
1993. 58G32 (60G48)
- Arnaudon, Marc
Dédoublement
des variétés à bord et des
semi-martingales.
(French) [Doubling of manifolds
with boundary and semimartingales] Stochastics Stochastics Rep. 44
(1993), no. 1-2, 43--63. 58G32 (60G44)
arnaudon1993
- Arnaudon, Marc
Semi-martingales dans les
espaces homogènes.
(French) [Semimartingales in
homogeneous spaces] Ann. Inst. H. Poincaré Probab. Statist. 29
(1993), no. 2, 269--288. 58G32 (60G44)
- Arnaudon, Marc
Caractéristiques
locales des semi-martingales et changements de
probabilités.
(French) [Local
characteristics of semimartingales and change of probabilities]
Ann. Inst. H. Poincaré Probab. Statist. 29 (1993), no. 2,
251--267. 60G44 (58G32 60G30)
- Arnaudon, Marc
Propriétés
asymptotiques des semi-martingales à valeurs
dans des variétés à bord peu
régulier.
(French) [Asymptotic properties of
semimartingales with values in manifolds with nonsmooth boundary]
C. R. Acad. Sci. Paris Sér. I Math. 316 (1993), no. 7,
717--722. 60G44 (58G32)
- Arnaudon, Marc
Connexions et martingales
dans les groupes de Lie.
(French) [Connections and
martingales in Lie groups] With an appendix by Pierre Mathieu
and the author. Lecture Notes in Math., 1526, Séminaire de
Probabilités, XXVI, 146--156, Springer, Berlin, 1992. 58G32
(22E99 60G44)
- Arnaudon, Marc
Caractéristiques
locales des semi-martingales et changements de
probabilités.
(French) [Local characteristics of
semimartingales and changes of probabilities] C. R. Acad. Sci. Paris
Sér. I Math. 313 (1991), no. 4, 175--178. 60G44 (60B15
60H07 60J60)
- Arnaudon, Marc
Présentation HCERES 2 février 2021.
Marc Arnaudon,
Département de Mathématiques, SP2MI,
Boulevard
Marie et Pierre Curie, Téléport 2,
BP 30179,
F-86962 Futuroscope-Chasseneuil cedex