We have a similar result for the hyperbolic case: Let (H n (−1), g(0)) be thehyperbolic space with constant curvature −1. Then g(t) = (1 + 2(n − 1)t)g(0) isthe solution of the Ricci flow. Let X t (x) be a g(t)-Brownian motion starting atx ∈ S n ,and B t (x) an H n -valued g(0)-Brownian motion. Then:and in law:τ(t) =∫ t011 + 2(n − 1)s ds,(X . (x)) L = (B τ(.) (x)).Let us look at what happens for some limit of the Ricci flow, the so calledHamilton cigar manifold. Let on R 2 , g(0, x) = 1 g1+‖x‖ 2 can be the Hamilton cigar([5]), where ‖ . ‖ is the Euclidean norm. Then the solution to the Ricci flowis given by g(t, x) =1+‖x‖2 g(0, x). Let f ∈ C 2 (R 2 ), Xe 4t +‖x‖ 2 t (x) be a g(t)-Brownianmotion starting at x ∈ R 2 , B t a real-valued Brownian motion, and B t (x) some R 2valued g(0)-Brownian motion. Then:We have:We set:Then in law:df(X t (x)) =‖ ∇ t f(X t (x)) ‖ g(t) dB t + 1 e 4t + ‖ X t (x) ‖ 22 1+ ‖ X t (x) ‖ ∆ 0f(X 2 t (x)) dt.∇ t f(x) = e4t + ‖ x ‖ 21+ ‖ x ‖ 2 ∇0 f(x),‖ ∇ t f(x) ‖ 2 t = e4t + ‖ x ‖ 21+ ‖ x ‖ 2 ‖ ∇ 0 f(x) ‖ 2 0,τ(t) =∆ t f = e4t + ‖ x ‖ 21+ ‖ x ‖ 2 ∆ 0f.∫ t0e 4s + ‖ X s (x) ‖ 21+ ‖ X s (x) ‖ 2 ds.(X . (x)) L = (B τ(.) (x))Remark : If X t (x) is a g(t)-Brownian motion associated to a Ricci flowstarted at g(0) then X t/c (x) is a cg(t/c)-Brownian motion associated to a Ricciflow started at cg(0) so it is compatible with the blow up.427
2 Local expression, evolution equation for the density,conjugate heat equationWe begin this section by expressing a g(t)-Brownian motion in local coordinates.Proposition 2.1 Let x ∈ M, (x 1 , ..., x n ) be local coordinates around x, and X t (x)a g(t)-Brownian motion. Before the exit time of the domain of coordinates, wehave:√dXt(x) i = g −1 (t, X t (x)) i,j dB j − 1 2 gk,l Γ i kl(t, X t (x)) dtwhere we denote √ g −1 (t, X t (x)) i,j the unique positive square root of the inverse tothe matrix (g(t, ∂ x i, ∂ x j)) i,j ; here Γ i kl (t, X t(x)) are the Christoffel symbols associatedto ∇ g(t) , and B i are n independent Brownian motion.Proof : Recall equation (1.7), we shall express it in local coordinates of F(M).For u ∈ F(M) and x = π(u), we write ue i = e j i (u)∂ xj. We get a coordinates systemfor the frame bundle as (x l , e j i ) and:L i (t, u) = e j i ∂ x j − ej i el mΓ k jl(t, x)∂ e k m.In these coordinates, we write the solution of (1.7) as U t = (Xt, i e j i (t)). We obtain:{ dXit = e i j(t) ∗ dW jde k m(t) = −Γ k jl (t, X t)e j i (t)el m(t) ∗ dW i − 1 2 ∂ 1g(t, U t ) α,k e m α (t) dt.The Itô equation for X i t isWe also have:dX j t = e j i (t)dW i + 1 2 d〈ej i , W i 〉.δ l,m = 〈U t e l , U t e m 〉 g(t) = e i l(t)g(t) i,j e j m(t).so e † (t)e(t) = g(t) −1 , where e † is the transposition. We note the martingale partof X i t as M i = e j i (t)dW j . By the above computations, we getd〈M i , M j 〉 = g i,j (t, X t ) dt.Let us also write σ = √ g −1 . By Lévy’s theorem, we find an R n -valued Brownianmotion:Also:B t =∫ t0(σ(X s )) −1 dM s .de j i (t)dW jt = −e k i (t)e l i(t)Γ j kl (t, X t) dt= −g k,l (t, X t )Γ j kl (t, X t) dt.438
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