Horizontal diffusion in C^1 path space

DOI10.1007/978-3-642-15217-7_2MaRDI QIDQ3086792zbMATH OpenOpenAlexFDO

Authors Marc Arnaudon, Koléhè A. Coulibaly-Pasquier, Anton Thalmaier

Publication date 30 March 2011

Published in Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.2762

zbMATH Keywords

Wasserstein distanceBrownian motionRicci curvaturedamped parallel transporthorizontal diffusion

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be length preserving. As application, we prove contraction properties in the Monge-Kantorovich minimization problem for probability measures evolving along the heat flow. For constant rank diffusions, differentiating a family of coupled diffusions gives a derivative process with a covariant derivative of finite variation. This construction provides an alternative method to filtering out redundant noise.

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Cited in

(21)

• Liouville theorem for heat equation Along ancient super Ricci flow via reduced geometry
• A variational approach to nonlinear and interacting diffusions
• A stochastic target approach to Ricci flow on surfaces
• Coupling of Brownian motions and Perelman's L-functional
• Non-explosion of diffusion processes on manifolds with time-dependent metric
• On weak super Ricci flow through neckpinch
• A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
• Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods
• Transportation-cost inequalities on path spaces over manifolds carrying geometric flows
• Shy and fixed-distance couplings of Brownian motions on manifolds
• Dimensional contraction in Wasserstein distance for diffusion semigroups on a Riemannian manifold
• Martingales on manifolds with time-dependent connection
• Diffusion semigroup on manifolds with time-dependent metrics
• Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
• Optimal transport, gradient estimates, and pathwise Brownian coupling on spaces with variable Ricci bounds
• Reflecting diffusion processes on manifolds carrying geometric flow
• A gradient estimate for the heat semi-group without hypoellipticity assumptions
• Super-Ricci flows and improved gradient and transport estimates
• Heat kernel coupled with geometric flow and Ricci flow
• Heat flow regularity, Bismut-Elworthy-Li's derivative formula, and pathwise couplings on Riemannian manifolds with Kato bounded Ricci curvature
• Intertwining relations for diffusions in manifolds and applications to functional inequalities

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