Ricci flow; Diffusion process; Non-explosion; Radial process
Résumé :
[en] We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in finite time if the metric evolves under backwards Ricci flow. Our result makes it possible to remove the assumption of non-explosion in the pathwise contraction result established by Arnaudon et al. (arXiv:0904.2762, to appear in Sém. Prob.). As an important tool which is of independent interest we derive an Itô formula for the distance from a fixed reference point, generalising a result of Kendall (Ann. Prob. 15:1491–1500, 1987).
Disciplines :
Mathématiques
Auteur, co-auteur :
Kuwada, Kazumasa; Ochanomizu University > Department of Mathematics
PHILIPOWSKI, Robert ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Langue du document :
Anglais
Titre :
Non-explosion of diffusion processes on manifolds with time-dependent metric