Non-explosion of diffusion processes on manifolds with time-dependent metric (Q636780)
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English | Non-explosion of diffusion processes on manifolds with time-dependent metric |
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Non-explosion of diffusion processes on manifolds with time-dependent metric (English)
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30 August 2011
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The authors study diffusion processes on a manifold with time-dependent Riemannian metric; more precisely, they study the non-explosion problem and prove that the Brownian motion cannot explode in finite time if the metric evolves according to \[ \partial g/\partial t\leq\mathrm{Ric}(g), \] which in particular, in case of equality, means that the metric evolves according to the backwards Ricci-flow. As a tool, for the proof of their result which is of independent interest, they prove an Itô formula for the radial process \(\rho(t,X_t)\) associated with the distance \(\rho(t,x)\) with respect to the metric \(g(t)\) of a point \(x\) and a fixed reference point \(o\).
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Ricci flow
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diffusion process
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non-explosion
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radial process
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