Brownian bridges to submanifolds (Q1787163): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s11118-017-9667-1 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Cut and singular loci up to codimension 3 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bounds for the fundamental solution of a parabolic equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Itô correction terms for the radial parts of semimartingales on manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations and the Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite propagation speed, kernel estimates for functions of the Laplace operator, and the geometry of complete Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: A lower bound for the heat kernel / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Upper Estimate of the Heat Kernel of a Complete Riemannian Manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean curvature flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit Constants for Gaussian Upper Bounds on Heat Kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Formulae for the derivatives of heat semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4748938 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A universal bound on the gradient of logarithm of the heat kernel for manifolds with bounded Ricci curvature / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279771 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Obtaining upper bounds of heat kernels from lower bounds / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Heat Kernel on Hyperbolic Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general comparison theorem with applications to volume estimates for submanifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-time Gaussian behavior of symmetric diffusion semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Principle of not Feeling the Boundary for Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates of derivatives of the heat kernel on a compact Riemannian manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2778802 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic behavior for singularities of the mean curvature flow / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hamilton-Jacobi equations and distance functions on Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3100282 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An integral formula for the heat kernel of tubular neighborhoods of complete (connected) Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian motion and Riemannian geometry in the neighbourhood of a submanifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: The heat kernel formula in a geodesic chart and some applications to the eigenvalue problem of the 3-sphere / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finding the homology of submanifolds with high confidence from random samples / rank
 
Normal rank
Property / cites work
 
Property / cites work: Heat kernel asymptotics and the distance function in Lipschitz Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Short-time asymptotics in Dirichlet spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the differential geometry of tangent bundles of Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the differential geometry of tangent bundles of Riemannian manifolds. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A mean-value lemma and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2702422 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5687115 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4933739 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis on local Dirichlet spaces. II: Upper Gaussian estimates for the fundamental solutions of parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the differentiation of heat semigroups and poisson integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian motion and the distance to a submanifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Diffusion processes in a small time interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sharp explicit lower bounds of heat kernels / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3803876 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S11118-017-9667-1 / rank
 
Normal rank

Latest revision as of 21:00, 11 December 2024

scientific article
Language Label Description Also known as
English
Brownian bridges to submanifolds
scientific article

    Statements

    Brownian bridges to submanifolds (English)
    0 references
    0 references
    4 October 2018
    0 references
    Let \(M\) be a complete, connected Riemannian manifold, \(N\subset M\) be a closed embedded submanifold and \(p^M_t(x,y)\) be the heat kernel of Brownian motion on \(M\). Denote by \(m\) and \(n<m\) the dimensions of \(M\) and \(N\), respectively. Set \[ p_t^M(x,N) := \int_N p_t^M(x,y) dv_N(y) \] whrere \(v_N\) is the canonical volume measure on \(N\) induced by the embedding. Let \(X(x)\) be Brownian motion on \(M\) starting at \(x\), fix \(T>0\) and set \[ \mathbb E\left[F\mid X_T(x)\in N\right] := \frac{\left[p_{T_t}^M(X_t(x),N) F\right]}{p_T^M(x,N)} \] (\(F\) is any bounded, adapted random variable); this induces a diffusion with generator \(\frac 12\Delta + \nabla\log p_{T_t}^M(\cdot,N)\) which is a Brownian bridge from \(x\) to the submanifold \(N\). It is shown that this is a semimartingale. Denote by \(r_N(x)\) the distance from \(x\) to \(N\) and consider the diffusion on \(M\) starting at \(x\) and ending at \(N\) by time \(T\) having the generator \(\frac 12 \Delta - \frac{r_N}{T-t}\frac{\partial}{\partial r_N}\) (the latter means differentiation in radial direction). This is a special case of a Brownian bridge from \(x\) to \(N\) called the Fermi bridge \(\hat X(x)\). The main result of this paper establishes the following formula \[ \begin{multlined} p_T^M(x,N) = (2\pi T)^{(m-n)/2} \exp\left[-r_N^2(x)/(2T)\right]\times\\ \times\lim_{t\uparrow T}\mathbb E\left[\exp\left\{\int_0^t \frac{r_N(\hat X_s(x))}{T-s}\big(d\mathsf A_s + d\mathsf L_s\big)\right\}\right]. \end{multlined} \] In this formula \(d\mathsf A\) is an absolutely continuous random measure which takes into account the geometry of \(M\) in between \(N\) and the cut locus, and \(d\mathsf L\) is a singular continuous random measure taking into account just the cut locus itself.
    0 references
    Brownian bridge
    0 references
    Fermi bridge
    0 references
    local time
    0 references
    heat kernel
    0 references
    submanifold
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references