We explain basic results in rough path analysis and their applications in stochastic analysis.

In this paper we use methods from Stochastic Analysis to establish Li–Yau type estimates for positive solutions of the heat equation. In particular, we want to emphasize that Stochastic Analysis provides natural tools to derive local estimates in the sense that the gradient bound at given point depends only on universal constants and the geometry of the Riemannian manifold locally about this point.

We give some Nevanlinna's theorems for value distribution of meromorphic functions on general Kähler manifolds using stochastic calculus. We also give some examples where we can give explicit estimates on the number of the omitted values.

Some aspects of geometric analysis on path spaces are reviewed. Special emphasis is given to the relevance of stochastic flows to this analysis, and to the role of Ricci and higher order Weitzenböck curvatures. Path spaces of diffeomorphism groups and of compact symmetric spaces are considered.

In this article we develop a concise description of the global geometry which is underlying the universal construction of all possible generalised Stochastic Lœwner Evolutions. The main ingredient is the Universal Grassmannian of Sato–Segal–Wilson. We illustrate the situation in the case of univalent functions defined on the unit disc and the classical Schramm–Lœwner stochastic differential equation. In particular we show how the Virasoro algebra acts on probability measures. This approach provides the natural connection with Conformal Field Theory and Integrable Systems.

It is proven that the eigenvalue process of Dyson's random matrix process of size two becomes non-Markov if the common coefficient $1/\sqrt{2}$ in the non-diagonal entries is replaced by a different positive number.

We show that there exist non-trivial smooth paths that have rough path property. The applications and the related open problems are also discussed.

We introduce the $p$-resister for an infinite network and show a comparison theorem on the resisters for two infinite graphs of bounded degrees which are quasi isometric. Some geometric projections of the Royden $p$-compactifications of infinite networks are investigated and several observations are made in relation to geometric boundaries of hyperbolic networks in the sense of Gromov. In addition, a Riemannian manifold which is quasi isometric to the hyperbolic space form is constructed to illustrate a role of the bounded local geometry in studying points at infinity.

By using a cutoff technique, we make a rough path approach to SDEs with linear growth coefficients. As an application, we improve Fang–Zhang's large deviation for loop group valued Brownian motion.

The purpose of this article is to present sufficient conditions for an isometric action of a finitely generated group to have a fixed point in terms of an energy of equivariant maps (Proposition 2.1 and Theorem 3.1), which turn out to be useful in proving that groups with fixed-point property form a large family in the set of finitely presented groups. Most of the results are included in [7] and [8].

We present a general method to disprove generalized Brunn–Minkowski inequalities. We initially developed this method in [14] in the particular case of the sub-Riemannian Heisenberg group in order to prove that this space does not satisfy a curvature-dimension condition in the sense of Lott–Villani and Sturm.

We construct measures invariant with respect to equivalence relations which are graphed by horospheric products of trees. The construction is based on using conformal systems of boundary measures on treed equivalence relations. The existence of such an invariant measure allows us to establish amenability of horospheric products of random trees.

We prove the equivalence of three different formulations of non-diagonality for Sierpinski carpets given by Barlow, Bass, Kumagai and Teplyaev [5], by Hino [10] and by Kigami [12]. We also derive some geometric property of Sierpinski carpets from the non-diagonality. As an application, we give a simpler treatment of a criterion stated in Kigami [12, Section 3.4] for the volume doubling property of self-similar measures on Sierpinski carpets.

In this paper we describe and formulate dynamical pattern formation, which is given by hierarchies of dynamical systems by scale transform. They arise from random iterations by maps and create PDE such as KdV or Lotka Volterra. As an intermediate scale, we use tropical geometry.

This article is an exposition of fixed-point theorems for random groups of the triangular model and of the graph model obtained in joint works with Izeki and Nayatani [11, 12].

Along an idea of von Renesse, couplings of the Brownian motion on a Riemannian manifold and their extensions are studied. We construct couplings as a limit of coupled geodesic random walks whose components approximate the Brownian motion respectively. We recover Kendall and Cranston's result under lower Ricci curvature bounds instead of sectional curvature bounds imposed by von Renesse. Our method provides applications of coupling methods on spaces admitting a sort of singularity.

We prove the infinitesimal version of Bishop–Gromov volume comparison condition for Alexandrov spaces.

In this paper, we give a summary of geometry of statistical manifolds, and discuss relations between information geometry and affine differential geometry. Dually flat spaces and canonical divergence functions are important objects in information geometry. We show that such objects can be generalized in the framework of affine differential geometry.

In addition, we give a brief summary of geometry of statistical manifolds admitting torsion, which is regarded as a quantum version of statistical manifolds. We discuss relations between statistical manifolds admitting torsion and geometry of affine distributions.

This is a survey article on recent progress (in [Oh3], [OS]) of the theory of weighted Ricci curvature in Finsler geometry. Optimal transport theory plays an impressive role as is developed in the Riemannian case by Lott, Sturm and Villani.

This text is a presentation of the general context and results of [Oll07] and [Oll09], with comments on related work. The goal is to present a notion of Ricci curvature valid on arbitrary metric spaces, such as graphs, and to generalize a series of classical theorems in positive Ricci curvature, such as spectral gap estimates, concentration of measure or log-Sobolev inequalities.

The necessary background (concentration of measure, curvature in Riemannian geometry, convergence of Markov chains) is covered in the first section. Special emphasis is put on open questions of varying difficulty.

A weakly continuous near-action of a Polish group $G$ on a standard Lebesgue measure space $(X, \mu)$ is whirly if for every $A \subseteq X$ of strictly positive measure and every neighbourhood $V$ of identity in $G$ the set $VA$ has full measure. This is a strong version of ergodicity, and locally compact groups never admit whirly actions. On the contrary, every ergodic near-action by a Polish Lévy group in the sense of Gromov and Milman, such as $U(\ell^2)$, is whirly (Glasner–Tsirelson–Weiss). We give examples of closed subgroups of the group Aut $(X, \mu)$ of measure preserving automorphisms of a standard Lebesgue measure space (with the weak topology) whose tautological action on $(X, \mu)$ is whirly, and which are not Lévy groups, thus answering a question of Glasner and Weiss.

After a short survey of some of the reasons that make the heat kernel an important object of study, we review a number of basic heat kernel estimates. We then describe recent results concerning (a) the heat kernel on certain manifolds with ends, and (b) the heat kernel with the Neumann or Dirichlet boundary condition in inner uniform Euclidean domains.

We consider a non-symmetric diffusion on a Riemannian manifold generated by $\mathfrak{A} = \frac{1}{2}\triangle + b$. We give a sufficient condition for which $\mathfrak{A}$ generates a $C_0$-semigroup in $L^2$. To do this, we show that $\mathfrak{A}$ is maximal dissipative. Further we give a characterization of the generator domain.

We also discuss the same issue in $L^p$ ($1 \lt p \lt \infty$) setting and give a sufficient condition for which $\mathfrak{A}$ generates a $C_0$-semigroup in $L^p$.

The space of Gaussian measures on a Euclidean space is geodesically convex in the $L^2$-Wasserstein space. This is a finite dimensional manifold since Gaussian measures are parameterized by means and covariance matrices. By restricting to the space of Gaussian measures inside the $L^2$-Wasserstein space, we manage to provide detailed descriptions of the $L^2$-Wasserstein geometry from a Riemannian geometric viewpoint. We obtain a formula for the sectional curvatures of the space of Gaussian measures, which is written out in terms of the eigenvalues of the covariance matrix.

In statistical problems, a set of parameterized probability distributions is often used to estimate the true probability distribution. If the Fisher information matrix at the true distribution is singular, then it has been left unknown what we can estimate about the true distribution from random samples. In this paper, we study a singular regression problem and prove a limit theorem which shows the relation between the accuracy of singular regression and two birational invariants, a real log canonical threshold and a singular fluctuation. The obtained theorem has an important application to statistics, because it enables us to estimate the generalization error from the training error without any knowledge of the true probability distribution.

Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via $h$-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.

We outline the proof of the gap theorem stating that any ancient solution to the Ricci flow with Perelman's reduced volume whose asymptotic limit is sufficiently close to that of the Gaussian soliton must be isometric to the Euclidean space for all time. This is the main result of the author's paper [Yo].