Stochastic differential equations on noncompact manifolds: Moment stability and its topological consequences (Q1343613): Difference between revisions

The author considers stochastic dynamical systems (SDS) on non-compact manifolds given by \[ dx_ t = \sum^ m_{i = 1} X^ i(x_ t) \circ dB^ i_ t + A(x_ t) dt, \] where \(X^ i(x)\) and \(A\) are vector fields. The system is complete if, for each \(x\) in the manifold \(M\), the explosion time of the solution \(F_ t(x)\) starting at \(x\) is infinite. The system is called strongly 1-complete if for each compact smooth curve in \(M\), the solution flow \(F_ t(x)\) has a jointly continuous version in \(t\) and \(x\) when restricted to the curve. For \(p\) integer and \(K \subset M\), the \(p\)-th moment exponents are \[ \mu_ K(p) = \varlimsup_{t \to \infty} \sup_{x \in K} {1\over t} \log E | T_ x F_ t|^ p, \] where \(T_ x\) is the differential at \(x\). The SDS is strongly \(p\)- th moment stable if \(\mu_ K(p) < 0\) for all compacts \(K\), and \(p\)-th moment stable if \(\mu_{\{x\}}(p) < 0\), for all \(x \in M\). An SDS is a Brownian system with drift \(Z\) if its infinitesimal generator is \({1\over 2} \Delta + Z\) and an \(h\)-Brownian system if \(Z = \nabla h\) for some function \(h\) on the manifold. A condition is given for the moment stability or unstability of complete \(h\)-Brownian systems in terms of a quantity which depends on the Ricci curvature, refining previous results for general Brownian systems. It is also proved that for a non-compact complete Riemannian manifold \(M\), the fundamental group \(\pi_ 1(M)\) vanishes if there exists a strongly 1-complete \(h\)-Brownian system such that for all compact \(K \subset M\), \(\int^ \infty_ 0 \sup_{x \in K} E| T_ x F_ t| dt < \infty\), using the recurrence property of \(h\)-Brownian systems. This extends a similar result for compact manifolds.