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Search: All articles in the CJM digital archive with keyword Diffusion

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1. CJM 2011 (vol 64 pp. 805)

Chapon, François; Defosseux, Manon
Quantum Random Walks and Minors of Hermitian Brownian Motion
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adler, Nordenstam, and van Moerbeke that the process of eigenvalues of two consecutive minors of a Hermitian Brownian motion is a Markov process; whereas, if one considers more than two consecutive minors, the Markov property fails. We show that there are analog results in the noncommutative counterpart and establish the Markov property of eigenvalues of some particular submatrices of Hermitian Brownian motion.

Keywords:quantum random walk, quantum Markov chain, generalized casimir operators, Hermitian Brownian motion, diffusions, random matrices, minor process
Categories:46L53, 60B20, 14L24

2. CJM 2009 (vol 61 pp. 534)

Chen, Chuan-Zhong; Sun, Wei
Girsanov Transformations for Non-Symmetric Diffusions
Let $X$ be a diffusion process, which is assumed to be associated with a (non-symmetric) strongly local Dirichlet form $(\mathcal{E},\mathcal{D}(\mathcal{E}))$ on $L^2(E;m)$. For $u\in{\mathcal{D}}({\mathcal{E}})_e$, the extended Dirichlet space, we investigate some properties of the Girsanov transformed process $Y$ of $X$. First, let $\widehat{X}$ be the dual process of $X$ and $\widehat{Y}$ the Girsanov transformed process of $\widehat{X}$. We give a necessary and sufficient condition for $(Y,\widehat{Y})$ to be in duality with respect to the measure $e^{2u}m$. We also construct a counterexample, which shows that this condition may not be satisfied and hence $(Y,\widehat{Y})$ may not be dual processes. Then we present a sufficient condition under which $Y$ is associated with a semi-Dirichlet form. Moreover, we give an explicit representation of the semi-Dirichlet form.

Keywords:Diffusion, non-symmetric Dirichlet form, Girsanov transformation, $h$-transformation, perturbation of Dirichlet form, generalized Feynman-Kac semigroup
Categories:60J45, 31C25, 60J57

3. CJM 2008 (vol 60 pp. 457)

Teplyaev, Alexander
Harmonic Coordinates on Fractals with Finitely Ramified Cell Structure
We define sets with finitely ramified cell structure, which are generalizations of post-crit8cally finite self-similar sets introduced by Kigami and of fractafolds introduced by Strichartz. In general, we do not assume even local self-similarity, and allow countably many cells connected at each junction point. In particular, we consider post-critically infinite fractals. We prove that if Kigami's resistance form satisfies certain assumptions, then there exists a weak Riemannian metric such that the energy can be expressed as the integral of the norm squared of a weak gradient with respect to an energy measure. Furthermore, we prove that if such a set can be homeomorphically represented in harmonic coordinates, then for smooth functions the weak gradient can be replaced by the usual gradient. We also prove a simple formula for the energy measure Laplacian in harmonic coordinates.

Keywords:fractals, self-similarity, energy, resistance, Dirichlet forms, diffusions, quantum graphs, generalized Riemannian metric
Categories:28A80, 31C25, 53B99, 58J65, 60J60, 60G18

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