We prove an estimate for the speed of convergence of the transition probability for a symmetric random walk on a nilpotent covering graph. To obtain this estimate, we give a complete proof of the Gaussian bound for the gradient of the Markov kernel.

We construct a measure over the string bundle associated to the loop space of a Riemannian manifold. We deduce a representation of a finite energy Kac-Moody group analoguous to the energy representation.

A stochastic dynamical context is developed for Bookstein's shape theory. It is shown how Bookstein's shape space for planar triangles arises naturally when the landmarks are moved around by a special Brownian motion on the general linear group of invertible (2×2) real matrices. Asymptotics for the Brownian transition density are used to suggest an exponential family of distributions, which is analogous to the von Mises-Fisher spherical distribution and which has already been studied by J. K. Jensen. The computer algebra implementation Itovsn3 (W. S. Kendall) of stochastic calculus is used to perform the calculations (some of which actually date back to work by Dyson on eigenvalues of random matrices and by Dynkin on Brownian motion on ellipsoids). An interesting feature of these calculations is that they include the first application (to the author's knowledge) of the Gröbner basis algorithm in a stochastic calculus context.

In this paper we consider a position–velocity Ornstein-Uhlenbeck process in an external gradient force field pushing it toward a smoothly imbedded submanifold of . The force is chosen so that is asymptotically stable for the associated deterministic flow. We examine the asymptotic behavior of the system when the force intensity diverges together with the diffusion and the damping coefficients, with appropriate speed. We prove that, under some natural conditions on the initial data, the sequence of position processes is relatively compact, any limit process is constrained on , and satisfies an explicit stochastic differential equation which, for compact , has a unique solution.

This paper uses both the maximum principle and coupling method to study gradient estimates of positive solutions to Lu = 0 on Rd, where

with (aij) uniformly positive definite and aij,bi € C1(Rd). We obtain some upper bounds of |∇u|/u and ∥∇u∥∞/∥u∥∞, which imply a Harnack inequality and improve the corresponding results proved in Cranston [4]. Besides, two examples show that our estimates can be sharp.

The diffusions on the shape and size-and-shape spaces induced by brownian motions on the pre-size-and-shape spaces have been investigated in several papers (cf.). We here address the dual problem: the character of the diffusions on the pre-shape and pre-size-and-shape spaces which induce brownian motions on the shape and size-and-shape spaces. In particular we show that the shape and size-and-shape spaces for k labelled points in ℝm are stochastically complete if k > m and obtain the heat kernels of certain diffusions which induce brownian motions on the size-and-shape spaces.

The results of Orihara [10] and Malliavin2 [7] on the asymptotic behaviour in polar coordinates of Brownian motion on a symmetric space of non-compact type are obtained by means of a skew product representation on K/M x A+of the Brownian motion on the set of regular points of X. Results of Norris, Rogers, and Williams [9] are interpreted in this context.