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Reflecting Diffusion Processes on Manifolds Carrying Geometric Flow

Author

Listed:
  • Li-Juan Cheng

    (Zhejiang University of Technology)

  • Kun Zhang

    (City University of Hong Kong)

Abstract

Let $$L_t:=\Delta _t+Z_t$$ L t : = Δ t + Z t for a $$C^{\infty }$$ C ∞ -vector field Z on a differentiable manifold M with boundary $$\partial M$$ ∂ M , where $$\Delta _t$$ Δ t is the Laplacian operator, induced by a time dependent metric $$g_t$$ g t differentiable in $$t\in [0,T_\mathrm {c})$$ t ∈ [ 0 , T c ) . We first establish the derivative formula for the associated reflecting diffusion semigroup generated by $$L_t$$ L t . Then, by using parallel displacement and reflection, we construct the couplings for the reflecting $$L_t$$ L t -diffusion processes, which are applied to gradient estimates and Harnack inequalities of the associated heat semigroup. Finally, as applications of the derivative formula, we present a number of equivalent inequalities for a new curvature lower bound and the convexity of the boundary. These inequalities include the gradient estimates, Harnack inequalities, transportation-cost inequalities and other functional inequalities for diffusion semigroups.

Suggested Citation

  • Li-Juan Cheng & Kun Zhang, 2017. "Reflecting Diffusion Processes on Manifolds Carrying Geometric Flow," Journal of Theoretical Probability, Springer, vol. 30(4), pages 1334-1368, December.
  • Handle: RePEc:spr:jotpro:v:30:y:2017:i:4:d:10.1007_s10959-016-0678-4
    DOI: 10.1007/s10959-016-0678-4
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    References listed on IDEAS

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    1. Fang, Shizan & Wang, Feng-Yu & Wu, Bo, 2008. "Transportation-cost inequality on path spaces with uniform distance," Stochastic Processes and their Applications, Elsevier, vol. 118(12), pages 2181-2197, December.
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