HORIZONTAL DIFFUSION IN PATH SPACE 5with a ij = a ji for i, j ∈ {1, . . . , dim M}, and denoting by (a ij ) the inverse of (a ij ),the connection ∇ ′ with Christoffel symbols(Γ ′ ) k ij = − 1 2 (a ik + a jk )b khas the property that all L-diffusions are ∇ ′ -martingales.On the other hand, for ∇ ′ -martingales X and Y living in U, with N X , respectivelyN Y , their martingale parts in the chart U, Itô’s formula for ∇ ′ -martingalesyields〈(N X ) k − (N Y ) k , (N X ) k − (N Y ) k〉 t= (Xt k − Yt k ) 2 − (X0 k − Y k− 2+∫ t0∫ t00 ) 2(X k s − Y ks ) d((N X s ) k − (N Y s ) k )(X k s − Y ks ) ( (Γ ′ ) k ij(X s ) d〈(N X ) i , (N X ) j 〉 s − (Γ ′ ) k ij(Y s ) d〈(N Y ) i , (N Y ) j 〉 s).From there we easily prove that, for U sufficiently small, there exists a constantC > 0 such that for all L-diffusions X and Y stopped at the first exit time of U,(2.10) E [ ]〈N X − N Y |N X − N Y ]〉 τ0 ≤ CE[sup ‖X t − Y t ‖ 2t≤τ 0where 〈N X − N Y |N X − N Y 〉 denotes the Riemannian quadratic variation (seee.g. [2]).Writing W (X) = P (X) ( P (X) −1 W (X) ) , an easy calculation shows that in thelocal chartdW (X) = −Γ(X)(dX, W (X)) − 1 (dΓ)(X)(dX)(dX, W (X))2(2.11)+ 1 2 Γ(X)(dX, Γ(X)(dX, W (X))) − 1 2 Ric♯ (W (X)) dt + ∇ W (X) Z dt.We are going to use Eq. (2.11) to evaluate the difference W (Y ) − W (X). Alongwith the already established bound (2.10), taking into account that W (X), W (Y )and the derivatives of the brackets of X and Y are bounded in U, we can get abound for F (t) := E [ sup s≤t∧τ ‖W (Y ) − W (X)‖ 2] . First an estimate of the type[] ∫ tF (t) ≤ C 1 E sup ‖X s − Y s ‖ 2 + C 2 F (s) ds, 0 ≤ t ≤ t 0s≤τ 0is derived which then by Gronwall’s lemma leads to[](2.12) F (t) ≤ C 1 e C2t E sup ‖X t − Y t ‖ 2 .t≤τ 0Letting t = t 0 in (2.12) we obtain the desired bound (2.9).Step 2 We prove that there exists C > 0 such that for all u ∈ [0, u 0 ],[ ((2.13) E sup ρ 2 Xt α (u), Xt (u)) ]α′≤ C(α + α ′ ) 2 .t≤τ 00100
6 M. ARNAUDON, A. K. <strong>COULIBALY</strong>, AND A. THALMAIERFrom the covariant equation (2.8) for ∂X α t (v) and the definition of deformedparallel translation (2.2),DW (X) −1twe have for (t, v) ∈ [0, τ 0 ] × [0, u 0 ],W (X α (v)) −1t ∂X α t (v) = ˙ϕ(v) +or equivalently,(2.14)∂X α t (v) = W (X α (v)) t ˙ϕ(v)+ W (X α (v)) t∫ t= 1 2 Ric♯ (W (X) −1t0∫ t0) dt − ∇ W (X)−1Z dt,W (X α (v)) −1s ∇ ∂X α s (v)P X α s (v α),. d m X α s (v α ),W (X α (v)) −1s ∇ ∂X α s (v)P X α s (v α),. d m X α s (v α )with v α = nα, where the integer n is determined by nα < v ≤ (n + 1)α. Consequently,we haveρ(Xt α (u), Xtα′(u))∫ u 〈= dρ,=++0∫ u0∫ u0∫ u0(∂Xt α (v), ∂Xtα′(v))〉dv〈 ()〉dρ, W (X α (v)) t ˙ϕ(v), W (X α′ (v)) t ˙ϕ(v) dv〈∫ tdρ,(W (X α (v)) t〈dρ,0)〉W (X α (v)) −1s ∇ ∂X α s (v)P X α s (v α),. d m Xs α (v α ), 0 dv∫ t)〉(0, W (X α′ (v)) t W (X α′ (v)) −1s ∇ ∂X α ′ (v)P s Xs α′ (v ),. d mX α′α ′ s (v a ′) dv.0This yields, by means of boundedness of dρ and deformed parallel translation,together with (2.12) and the Burkholder-Davis-Gundy inequalities,[ (E sup ρ 2 Xt α (u), Xt (u)) ] ∫ u[ (α′≤ C E sup ρ 2 Xt α (v), Xt (v)) ]α′dvt≤τ 0 0 t≤τ 0∫ u[∫ τ0]∥+ C E∥ 2 ds dv+ C0∫ uFrom here we obtain[ (E sup ρ 2 Xt α (u), Xt (u)) ]α′≤ Ct≤τ 00E∫ u00[∫ τ00+ Cα 2 ∫ u+ Cα ′ 2∥∇ ∂X α s (v)P X α s (v α),.∥∥∇ ∂X α ′ (v)P s X α′t∥ ]∥∥2s (v ),. αds dv.′[ (E sup ρ 2 Xt α (v), Xt (v)) ]α′dvt≤τ 0[∫ τ0]E ‖∂Xs α (v)‖ 2 ds dv0 0∫ u[∫ τ0]∥E ∥∂X α′(v) ∥ 2 ds dv,where we used the fact that for v ∈ T x M, ∇ v P x,. = 0, together withsee estimate (2.7).ρ(X β s (v), X β s (v β )) ≤ Cβ, β = α, α ′ ,00s101
- Page 1:
Université de PoitiersTHÈSEpour o
- Page 4 and 5:
AbstractIn the first part of this t
- Page 6 and 7:
ivTABLE DES MATIÈRES3 Kendall-Cran
- Page 8 and 9:
8 CHAPITRE 1. INTRODUCTIONdifféren
- Page 10 and 11:
10 CHAPITRE 1. INTRODUCTIONdonne se
- Page 12 and 13:
12 CHAPITRE 1. INTRODUCTIONHamilton
- Page 14 and 15:
14 CHAPITRE 1. INTRODUCTIONx et ell
- Page 16 and 17:
16 CHAPITRE 1. INTRODUCTIONCette é
- Page 18 and 19:
18 CHAPITRE 1. INTRODUCTION- Exempl
- Page 20 and 21:
20 CHAPITRE 1. INTRODUCTION20
- Page 22 and 23:
22CHAPITRE 2. INTRODUCTION À L’A
- Page 24 and 25:
24CHAPITRE 2. INTRODUCTION À L’A
- Page 26:
26CHAPITRE 2. INTRODUCTION À L’A
- Page 29 and 30:
2. ÉQUATIONS DIFFÉRENTIELLES STOC
- Page 31 and 32:
2. ÉQUATIONS DIFFÉRENTIELLES STOC
- Page 33 and 34:
3. QUELQUES APPLICATIONS DU CALCUL
- Page 35 and 36:
Chapitre 3Brownian motion with resp
- Page 37 and 38:
for every smooth function f,is a lo
- Page 39 and 40:
For the solution U t of (1.1) we ge
- Page 41 and 42:
Remark : Recall that in the compact
- Page 43 and 44:
2 Local expression, evolution equat
- Page 45 and 46:
The last equality comes from Green
- Page 47 and 48:
Theorem 3.2 For every solution f(t,
- Page 49 and 50: Consequently:d(df(T − t, .) X Tt
- Page 51 and 52: Proof : The first remark after theo
- Page 53 and 54: Remark : Hamilton gives a proof of
- Page 55 and 56: Corollary 3.7 For χ(M) < 0, there
- Page 57 and 58: We also have:D S,T −t dπ ˜// 0,
- Page 59 and 60: Proof : By differentiation under x
- Page 61 and 62: where we have used in the second eq
- Page 63 and 64: [10] K. D. Elworthy and M. Yor. Con
- Page 65 and 66: Chapter 4Some stochastic process wi
- Page 67 and 68: We will just look at the smooth sol
- Page 69 and 70: that is to say:d(Y T,it ) = − ∂
- Page 71 and 72: 2 Tightness, and first example on t
- Page 73 and 74: proof : It is clear that F is smoot
- Page 75 and 76: Proposition 2.6 Let g(t) be a famil
- Page 77 and 78: v) ˜g(∞) is a metric such that (
- Page 79 and 80: Then:for all ɛ > 0 , there exists
- Page 81 and 82: Finally, we obtain:∂∂t | t=t 0
- Page 83 and 84: where Ut 3 is the horizontal lift o
- Page 85 and 86: √πWe can choose ɛ, ɛ 2 such th
- Page 87 and 88: We will now show that the coupling
- Page 89 and 90: HenceWe get:√√ n∑1 − ɛI t
- Page 91 and 92: By uniqueness in law of such proces
- Page 95 and 96: Chapter 5Horizontal diffusion in pa
- Page 97 and 98: 2 M. ARNAUDON, A. K. COULIBALY, AND
- Page 99: 4 M. ARNAUDON, A. K. COULIBALY, AND
- Page 103 and 104: 8 M. ARNAUDON, A. K. COULIBALY, AND
- Page 105 and 106: 10 M. ARNAUDON, A. K. COULIBALY, AN
- Page 107 and 108: 12 M. ARNAUDON, A. K. COULIBALY, AN
- Page 109 and 110: 14 M. ARNAUDON, A. K. COULIBALY, AN
- Page 111 and 112: 16 M. ARNAUDON, A. K. COULIBALY, AN
- Page 113 and 114: Chapter 6Compléments de calculs113
- Page 115 and 116: d’avoir une famille de connexion,
- Page 117 and 118: Dans le calcul de ligne 8 à ligne
- Page 119 and 120: On utilise le fait que W (.) t est
- Page 121 and 122: Chapter 7Appendix121121
- Page 123 and 124: 774 M. Arnaudon et al. / C. R. Acad
- Page 125 and 126: 776 M. Arnaudon et al. / C. R. Acad
- Page 127 and 128: 778 M. Arnaudon et al. / C. R. Acad
- Page 129 and 130: Bibliography[ABT02]Marc Arnaudon, R
- Page 131 and 132: BIBLIOGRAPHY 131[DeT83][Dri92]Denni
- Page 133 and 134: BIBLIOGRAPHY 133[Jos84][Jos05][JS03
- Page 135 and 136: 135