59 research outputs found
Constantin and Iyer's representation formula for the Navier--Stokes equations on manifolds
The purpose of this paper is to establish a probabilistic representation
formula for the Navier--Stokes equations on compact Riemannian manifolds. Such
a formula has been provided by Constantin and Iyer in the flat case of or of . On a Riemannian manifold, however, there are several
different choices of Laplacian operators acting on vector fields. In this
paper, we shall use the de Rham--Hodge Laplacian operator which seems more
relevant to the probabilistic setting, and adopt Elworthy--Le Jan--Li's idea to
decompose it as a sum of the square of Lie derivatives.Comment: 26 pages. We add Section 4 discussing the Killing vector fields on
Riemannian symmetric spaces which satisfy the conditions in Section
Remarks on spectral gaps on the Riemannian path space
In this paper, we will give some remarks on links between the spectral gap of
the Ornstein-Uhlenbeck operator on the Riemannian path space with lower and
upper bounds of the Ricci curvature on the base manifold; this work was
motivated by a recent work of A. Naber on the characterization of the bound of
the Ricci curvature by analysis of path spaces
Stochastic differential equtions with non-lipschitz coefficients:II. Dependence with respect to initial values
The existence of the unique strong solution for a class of stochastic
differential equations with non-Lipschitz coefficients was established
recently. In this paper, we shall investigate the dependence with respect to
the initial values. We shall prove that the non confluence of solutions holds
under our general conditions. To obtain a continuous version, the modulus of
continuity of coefficients is assumed to be less than \dis
|x-y|\log{1\over|x-y|}. In this case, it will give rise to a flow of
homeomorphisms if the coefficients are compactly supported.Comment: 14 page
Stochastic differential equations with non-lipschitz coefficients: I. Pathwise uniqueness and large deviation
We study a class of stochastic differential equations with non-Lipschitzian
coefficients.A unique strong solution is obtained and a large deviation
principle of Freidln-Wentzell type has been established.Comment: A short version will be published in C. R. Acad. Pari
Transport equations and quasi-invariant flows on the Wiener space
AbstractWe shall investigate on vector fields of low regularity on the Wiener space, with divergence having low exponential integrability. We prove that the vector field generates a flow of quasi-invariant measurable maps with density belonging to the space LlogL. An explicit expression for the density is also given
Weak Levi-Civita Connection for the Damped Metric on the Riemannian Path Space and Vanishing of Ricci Tensor in Adapted Differential Geometry
AbstractWe shall establish in the context of adapted differential geometry on the path space Pmo(M) a Weitzenböck formula which generalizes that in (A. B. Cruzeiro and P. Malliavin, J. Funct. Anal. 177 (2000), 219–253), without hypothesis on the Ricci tensor. The renormalized Ricci tensor will be vanished. The connection introduced in (A. B. Cruzeiro and S. Fang, 1997, J. Funct. Anal.143, 400–414) will play a central role
AnL2Estimate for Riemannian Anticipative Stochastic Integrals
AbstractWe define a metric and a Markovian connection on the path space of a Riemannian manifold which are different from those introduced in [CM] and prove a corresponding Weitzenböck formula. AnL2inequality for the divergence is obtained as a consequence
Stochastic differential equations and stochastic parallel translations in the Wasserstein space
We will develop some elements in stochastic analysis in the Wasserstein space
over a compact Riemannian manifold , such as intrinsic
It formulae, stochastic regular curves and parallel translations along
them. We will establish the existence of parallel translations along regular
curves, or stochastic regular curves in case of .
Surprisingly enough, in this last case, the equation defining stochastic
parallel translations is a SDE on a Hilbert space, instead of a SPDE
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