English

Stochastic Analysis on Path Space over Time-Inhomogeneous Manifolds with Boundary

Probability 2012-11-16 v1

Abstract

Let Lt:=Δt+ZtL_t:=\Delta_t+Z_t for a C1,1C^{1,1}-vector field ZZ on a differential manifold MM with possible boundary M\partial M, where Δt\Delta_t is the Laplacian induced by a time dependent metric gtg_t differentiable in t[0,Tc)t\in [0,T_c). We first introduce the damp gradient operator, defined on the path space with reference measure P\mathbb{P}, the law of the (reflecting) diffusion process generated by LtL_t on the base manifold; then establish the integration by parts formula for underlying directional derivatives and prove the log-Sobolev inequality for the associated Dirichlet form, which is further applied to the free path spaces; and finally, establish numbers of transportation-cost inequalities associated to the uniform distance, which are equivalent to the curvature lower bound and the convexity of the boundary.

Keywords

Cite

@article{arxiv.1211.3625,
  title  = {Stochastic Analysis on Path Space over Time-Inhomogeneous Manifolds with Boundary},
  author = {Lijuan Cheng},
  journal= {arXiv preprint arXiv:1211.3625},
  year   = {2012}
}

Comments

arXiv admin note: text overlap with arXiv:0908.2891, arXiv:1002.2887 by other authors