Non-explosion of diffusion processes on manifolds with time-dependent metric
Probability
2009-10-12 v1 Differential Geometry
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).
Keywords
Cite
@article{arxiv.0910.1730,
title = {Non-explosion of diffusion processes on manifolds with time-dependent metric},
author = {Kazumasa Kuwada and Robert Philipowski},
journal= {arXiv preprint arXiv:0910.1730},
year = {2009}
}