Semimartingales and geometric inequalities on locally symmetric manifolds (Q948945)
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English | Semimartingales and geometric inequalities on locally symmetric manifolds |
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Semimartingales and geometric inequalities on locally symmetric manifolds (English)
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16 October 2008
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The problem of coupled semimartingales \(X\) and \(Y\) on a manifold \(M\), of transfering analytical results in Euclidian space onto Riemannian manifolds is investigated. The novelty of this approach is that the coupling between \(X\) and \(Y\) is so chosen that the resulting semimartingale \(Z\) has as its stochastic anti-development a time-changed Brownian motion with drift. An inequality involving the solutions of the parabolic equation with Dirichlet boundary condition and an inequality involving the first eigenvalues of the Laplacian are extended to locally symmetric spaces.
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Brownian motion
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first eigenvalue of the Laplacian
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Jacobi field
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parabolic equation
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parallel translation
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