Non-explosion of diffusion processes on manifolds with time-dependent metric

DOI10.1007/S00209-010-0704-7zbMATH Open1226.53039arXiv0910.1730OpenAlexW2085625593MaRDI QIDQ636780FDOQ636780

Robert Philipowski, Kazumasa Kuwada

Publication date: 30 August 2011

Published in: Mathematische Zeitschrift (Search for Journal in Brave)

Abstract: We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in finite time if the metric evolves under backwards Ricci flow. Our result makes it possible to remove the assumption of non-explosion in the pathwise contraction result established by Arnaudon, Coulibaly and Thalmaier (arXiv:0904.2762, to appear in Sem. Prob.). As an important tool which is of independent interest we derive an Ito formula for the distance from a fixed reference point, generalising a result of Kendall (Ann. Prob. 15 (1987), 1491--1500).

Full work available at URL: https://arxiv.org/abs/0910.1730

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zbMATH Keywords

diffusion processnon-explosionRicci flowradial process

Mathematics Subject Classification ID

Diffusion processes (60J60) Methods of global Riemannian geometry, including PDE methods; curvature restrictions (53C21) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

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• Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds
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• Horizontal Diffusion in C 1 Path Space
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• ℒ-optimal transportation for Ricci flow
• Ricci flow, entropy and optimal transportation
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Cited In (18)

• An entropy formula for the heat equation on manifolds with time-dependent metric, application to ancient solutions
• A stochastic target approach to Ricci flow on surfaces
• Coupling of Brownian motions and Perelman's \(\mathcal L\)-functional
• Evolution systems of measures and semigroup properties on evolving manifolds
• A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
• Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods
• Heat Kernel Coupled with Geometric Flow and Ricci Flow
• Title not available (Why is that?)
• Martingales on manifolds with time-dependent connection
• Diffusion semigroup on manifolds with time-dependent metrics
• A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
• A probabilistic approach for gradient estimates on time-inhomogeneous manifolds
• Heat equation in vector bundles with time-dependent metric
• The radial part of Brownian motion with respect to \(\mathcal L\)-distance under Ricci flow
• Reflecting diffusion processes on manifolds carrying geometric flow
• Spectral gap on Riemannian path space over static and evolving manifolds
• An isometric embedding of the g(t)-Brownian motion with application in stability and homotopy group
• A probabilistic method for gradient estimates of some geometric flows

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