In this paper we consider the hypo-ellipticity of differential forms on a closed manifold.The main results show that there are some topological obstruct for the existence of the differential forms with hypoellipticity.

Ce travail de thèse est consacré à l'extension de la formule d'Itô au cas de chemins à variations bornées à valeurs dans l'espace des distributions tempérées composés par des processus réguliers au sens de Malliavin. On s'attache en particulier à faire des hypothèses de régularité minimales, ce qui donne accès à un certain nombre d'applications de notre principal résultat, en particulier à l'étude d'un problème variationnel. Le premier chapitre est consacré à des rappels de calcul de Malliavin. Le deuxième donne des résultats sur la topologie sur la classe de Schwartz et l'espace des distributions tempérées. Dans le troisième chapitre, on donne des conditions optimales sous lesquelles on peut définir la composition d'une distribution tempérée par une variable aléatoire et quelle est la régularité au sens de Malliavin de l'objet ainsi construit. Des techniques d'interpolation permettent d'obtenir des résultats pour des espaces fractionnaires. On donne également des résultats pour le cas où la distribution est elle-même stochastique. Ces résultats nous permettent d'écrire, au chapitre 4, une formule d'Ito faible s'appliquant sous des hypothèses beaucoup plus faibles que celles généralement proposées dans la littérature. On donne aussi une version anticipative et une formule de type Ito-Wentzell. On donne des résultats plus précis dans le cas où le processus auquel on applique notre formule est la solution d'une EDS simple et on applique ce résultat à l'étude de la régularité du temps local en dimension quelconque. Enfin le cinquième chapitre résout un problème variationnel simple en affaiblissant considérablement une hypothèse d'ellipticité faite par la plupart des auteurs. / This dissertation studies the extension of the Itô formula to the case of distibution-valued paths of bounded variation lifted by processes which are regular in the sense of Malliavin calculus. We make optimal hypotheses, which gives us access to many applications. The first chapter is a primer in Malliavin calculus. The second chapter provides useful results on the toplogy of the schwartz class and of the space of tempered distributions. in the third chapter, we give optimal conditions under which a tempered distribution may be composed by a random variable and we study the malliavin regularity of the object thus defined. Interpolation techniques give access to results in fractional spaces. We also give results for the case where the tempered distribution is itself stochastic. These results allow us to obtain, in chapter 4, a weak Itô formula under hypotheses which are much weaker than those usually made in the litterature. We also give an Itô-Wentzell and an anticipative version. In the case where the process to which the ito formula is applied is the solution to an SDE, we give a more precise result, which we use to study the reguarity of the multi-dimensional local time. Finally the fifth chapter solves a variational problem under hypotheses which are much weaker than the usual assumption of hypoellipticity

Este trabalho consiste em um estudo sobre a propriedade de hipoeliticidade global para campos vetoriais complexos não singulares no plano. As órbitas de Sussmann de um tal campo desempenham um papel fundamental nesta análise. Mostramos que se todas as órbitas são unidimensionais o campo não é globalmente hipoelítico. Quando o campo apresenta uma órbita bidimensional e ao menos uma órbita unidimensional mergulhada também foi demonstrado que este campo não é globalmente hipoelítico. No caso em que o plano é a única órbita, define-se, como em Hounie (1982), uma determinada relação de equivalência entre pontos em que o campo deixa de ser elítico. As classes de equivalência desta relação são homeomorfas a um ponto, a um intervalo compacto ou a uma semirreta. Se todas as classes de equivalência são compactas, o campo é globalmente hipoelítico. Caso haja uma classe de equivalência fechada e homeomorfa a uma semirreta, o campo não é globalmente hipoelítico. / This work is a study about global hypoellipticity for nonsingular complex vector fields in the plane. Sussmanns orbits play a fundamental role in this analysis. We show that if all the orbits are one-dimensional then the vector field is not globally hypoelliptic. When there exist a two-dimensional orbit and an embedded one-dimensional one then the vector field is not globally hypoelliptic. In the case when the plane is the only orbit, one defines, as in Hounie (1982), a certain equivalence relation between points where the vector field is not elliptic. The equivalence classes are homeomorphic to a single point, a compact interval or a ray. If all the equivalence classes are compact then the vector field is globally hypoelliptic. If there exists an equivalence class that is closed and homeomorphic to a ray then the vector field is not globally hypoelliptic.

Este trabalho consiste em um estudo sobre a propriedade de hipoeliticidade global para campos vetoriais complexos não singulares no plano. As órbitas de Sussmann de um tal campo desempenham um papel fundamental nesta análise. Mostramos que se todas as órbitas são unidimensionais o campo não é globalmente hipoelítico. Quando o campo apresenta uma órbita bidimensional e ao menos uma órbita unidimensional mergulhada também foi demonstrado que este campo não é globalmente hipoelítico. No caso em que o plano é a única órbita, define-se, como em Hounie (1982), uma determinada relação de equivalência entre pontos em que o campo deixa de ser elítico. As classes de equivalência desta relação são homeomorfas a um ponto, a um intervalo compacto ou a uma semirreta. Se todas as classes de equivalência são compactas, o campo é globalmente hipoelítico. Caso haja uma classe de equivalência fechada e homeomorfa a uma semirreta, o campo não é globalmente hipoelítico. / This work is a study about global hypoellipticity for nonsingular complex vector fields in the plane. Sussmanns orbits play a fundamental role in this analysis. We show that if all the orbits are one-dimensional then the vector field is not globally hypoelliptic. When there exist a two-dimensional orbit and an embedded one-dimensional one then the vector field is not globally hypoelliptic. In the case when the plane is the only orbit, one defines, as in Hounie (1982), a certain equivalence relation between points where the vector field is not elliptic. The equivalence classes are homeomorphic to a single point, a compact interval or a ray. If all the equivalence classes are compact then the vector field is globally hypoelliptic. If there exists an equivalence class that is closed and homeomorphic to a ray then the vector field is not globally hypoelliptic.

We studied invariant measures and invariant densities for dynamical systems with random switching (switching systems, in short). These switching systems can be described by a two-component Markov process whose first component is a stochastic process on a finite-dimensional smooth manifold and whose second component is a stochastic process on a finite collection of smooth vector fields that are defined on the manifold. We identified sufficient conditions for uniqueness and absolute continuity of the invariant measure associated to this Markov process. These conditions consist of a Hoermander-type hypoellipticity condition and a recurrence condition. In the case where the manifold is the real line or a subset of the real line, we studied regularity properties of the invariant densities of absolutely continuous invariant measures. We showed that invariant densities are smooth away from critical points of the vector fields. Assuming in addition that the vector fields are analytic, we derived the asymptotically dominant term for invariant densities at critical points.

Nesse trabalho estudamos as classes de Gevrey e as ultradistribuições em grupos de Lie compactos, que é a generalização natural do toro no contexto de análise de Fourier. Para tal utilizamos a teoria de vetores Gevrey. Fazemos a caracterização dessas classes via o comportamento da transformada de Fourier como em [DR14], utilizando o operador de Laplace-Beltrami associado à uma métrica específica. Por final fazemos uma aplicação dessa caracterização em um problema de hipoelipticidade global como em [GW73]. / In this work we study the Gevrey class of functions and ultrudistribuitions on compact Lie groups, which is the most natural generalization of the torus in the context of Fourier analysis. For such we used the theory of Gevrey vectors. We get a characterization of such class by the behaviour of the Fourier transform, as in [DR14], using the Laplace-Beltrami operator associated to a specific metric. At the end we give an aplication of this characterization in a global hypoellipticity problem as in [GW73].

<p>We introduce Hypoelliptic Diffusion Maps (HDM), a novel semi-supervised machine learning framework for the analysis of collections of anatomical surfaces. Triangular meshes obtained from discretizing these surfaces are high-dimensional, noisy, and unorganized, which makes it difficult to consistently extract robust geometric features for the whole collection. Traditionally, biologists put equal numbers of ``landmarks'' on each mesh, and study the ``shape space'' with this fixed number of landmarks to understand patterns of shape variation in the collection of surfaces; we propose here a correspondence-based, landmark-free approach that automates this process while maintaining morphological interpretability. Our methodology avoids explicit feature extraction and is thus related to the kernel methods, but the equivalent notion of ``kernel function'' takes value in pairwise correspondences between triangular meshes in the collection. Under the assumption that the data set is sampled from a fibre bundle, we show that the new graph Laplacian defined in the HDM framework is the discrete counterpart of a class of hypoelliptic partial differential operators.</p><p>This thesis is organized as follows: Chapter 1 is the introduction; Chapter 2 describes the correspondences between anatomical surfaces used in this research; Chapter 3 and 4 discuss the HDM framework in detail; Chapter 5 illustrates some interesting applications of this framework in geometric morphometrics.</p> / Dissertation

Nesse trabalho estudamos as classes de Gevrey e as ultradistribuições em grupos de Lie compactos, que é a generalização natural do toro no contexto de análise de Fourier. Para tal utilizamos a teoria de vetores Gevrey. Fazemos a caracterização dessas classes via o comportamento da transformada de Fourier como em [DR14], utilizando o operador de Laplace-Beltrami associado à uma métrica específica. Por final fazemos uma aplicação dessa caracterização em um problema de hipoelipticidade global como em [GW73]. / In this work we study the Gevrey class of functions and ultrudistribuitions on compact Lie groups, which is the most natural generalization of the torus in the context of Fourier analysis. For such we used the theory of Gevrey vectors. We get a characterization of such class by the behaviour of the Fourier transform, as in [DR14], using the Laplace-Beltrami operator associated to a specific metric. At the end we give an aplication of this characterization in a global hypoellipticity problem as in [GW73].

Dans cette thèse on aborde deux problèmes. Dans la première partie on considère des diffusions hypoelliptiques, à la fois sur une condition d'Hormander forte et faible. On trouve des estimations gaussiennes pour la densité de la loi de la solution à un temps court fixé. Un outil fondamental pour prouver ces estimations est le calcul de Malliavin, et en particulier on utilise des techniques développées récemment pour faire face à des problèmes de dégénérescence. Ensuite, grâce à ces estimations en temps court, on trouve des bornes inférieures et supérieures exponentielles sur la probabilité que la diffusion reste dans un petit tube autour d'une trajectoire déterministe jusqu'à un moment fixé. Dans ce cadre hypoelliptique, la forme du tube doit tenir compte du fait que la diffusion se déplace avec une vitesse différente dans les directions du coefficient de diffusion et dans les directions des crochets de Lie. Pour cette raison, on introduit une norme qui prend en compte ce comportement anisotrope, qui peut être adaptée aux cas d'Hormander fort et faible. Dans le cas Hormander fort on établit un lien entre cette norme et la distance de contrôle classique. Dans le cas Hormander faible on introduit une distance de contrôle équivalente appropriée. Dans la deuxième partie de la thèse, on travaille avec des modèles à volatilité stochastique avec retour à la moyenne, oú la volatilité est dirigée par un processus de saut. On suppose d'abord que les sauts suivent un processus de Poisson, et on considère la décroissance des corrélations croisées, théoriquement et empiriquement. Ceci nous amène à étudier un algorithme pour la détection de sauts de la volatilité. On considère ensuite un phénomène plus subtil largement observé dans les indices financiers: le "multiscaling" des moments, c'est-à-dire le fait que les moments d'ordre q des log-incréments du prix sur un temps h, ont une amplitude d'ordre h à une certaine puissance, qui est non linéaire dans q. On travaille avec des modèles oú la volatilité suit une EDS avec retour à la moyenne dirigée par un subordinateur de Lévy. On montre que le multiscaling se produit si la mesure caractéristique du Lévy a des queues de loi de puissance et le retour à la moyenne est superlinéaire à l'infini. Dans ce cas l'exposant de scaling est linéaire par morceaux / In this thesis we address two problems. In the first part we consider hypoelliptic diffusions, under both strong and weak Hormander condition. We find Gaussian estimates for the density of the law of the solution at a fixed, short time. A main tool to prove these estimates is Malliavin Calculus, in particular some techniques recently developed to deal with degenerate problems. We then use these short-time estimates to show exponential two-sided bounds for the probability that the diffusion remains in a small tube around a deterministic path up to a given time. In our hypoelliptic framework, the shape of the tube must reflect the fact the diffusion moves with a different speed in the direction of the diffusion coefficient and in the direction of the Lie brackets. For this reason we introduce a norm accounting of this anisotropic behavior, which can be adapted to both the strong and weak Hormander framework. We establish a connection between this norm and the standard control distance in the strong Hormander case. In the weak Hormander case, we introduce a suitable equivalent control distance. In the second part of the thesis we work with mean reverting stochastic volatility models, with a volatility driven by a jump process. We first suppose that the jumps follow a Poisson process, and consider the decay of cross asset correlations, both theoretically and empirically. This leads us to study an algorithm for the detection of jumps in the volatility profile. We then consider a more subtle phenomenon widely observed in financial indices: the multiscaling of moments, i.e. the fact that the q-moment of the log-increment of the price on a time lag of length h scales as h to a certain power of q, which is non-linear in q. We work with models where the volatility follows a mean reverting SDE driven by a Lévy subordinator. We show that multiscaling occurs if the characteristic measure of the Lévy has power law tails and the mean reversion is super-linear at infinity. In this case the scaling function is piecewise linear

Considere a variedade Tn x S1 com coordenadas (t;x) e considere uma 1-forma diferencial fechada e real a(t) em Tn. Neste trabalho consideramos o operador Lpa = dt +a(t) &Lambda; &part;x de D\'p em D\'p+1, onde D\'p é o espaço das p-correntes da forma u = &sum; &Iota; I &Iota; = puI (t, x)dtI. O operador acima define um complexo de cocadeia formado pelos espaços vetoriais D\'p e pelos homomorfismos lineares Lpa : D\'p &rarr; D\'p+1. Definiremos o que significa resolubilidade global no complexo acima e caracterizaremos para quais 1-formas a o complexo é globalmente resolúvel. Faremos o mesmo com respeito a hipoeliticidade global no primeiro nível do complexo. / Consider the manifold Tn x S1 with coordinates (t;x) and let a(t) be a real and closed differential 1-form on Tn. In this work we consider the operator Lpsub>a = dt +a(t) &Lambda; &part;x de D\'p from D\'p to D\'p+1, where D\'p is the space of all p-currents u = &sum; &Iota; I &Iota; = puI (t, x)dtI . The above operator defines a cochain complex consisting of the vector spaces D\'p and of the linear maps Lpa : D\'p &rarr; D\'p+1. We define what global solvability means for the above complex and characterize for which 1-forms a the complex is globally solvable. We will do the same with respect to global hypoellipticity on the first level of the complex.