Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem (Q1865005)
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English | Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem |
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Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem (English)
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23 March 2003
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Let \(M\) be a real analytic compact simply connected Riemannian manifold with dimension \(d\geq 2\). For any \(m\in M\), denote by \(r_m\) the (radial) distance to \(m\). Assume that for any \(m\in M\) there exists a Feller semigroup \((Q^m_t)\) such that the heat semigroup \((P_t)\) can be factorized as \(P_t(f\circ r_m)= (Q^m_t f)\circ r_m\) for all \(t\geq 0\) and test function \(f\). Then \(M\) is isometric to a rank-one symmetric space, and \((Q^m_t)\) is a Jacobi semigroup; indeed it is generated by \[ {1\over 2}\cdot{\partial^2\over\partial r^2}+ \alpha\cdot (p\cdot\text{ cotg}(\alpha r)+ 2q\cdot\text{cotg}(2\alpha r)){\cdot \partial\over\partial r}, \] with \(\alpha> 0\) and \((p,q)\in \mathbb{N}\times \mathbb{N}^*\) satisfying \(p+ q= d-1\).
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Brownian motion on a manifold
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compact rank one symmetric space
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harmonic manifolds
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Jacobi diffusions
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Lichnerowicz conjecture
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skew-product decomposition
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Brownian motion
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