Proposition 4.2 For all v ∈ T x M we have:d((// T 0,t) −1 T X t v) = 1 2 (//T 0,t) −1 (( ∂ ∂ tg(T − t)) − Ric T −t ) #,T −t (T X t v) dt.Proof :have:For a triple of tangent vectors (L t , L), (A t , A), (Z t , Z) ∈ T I × T M, we˜R((L t , L), (A t , A))(Z t , Z) = (0, R T −t (L, A)Z).Hence, according to the relation dY (x 0 ) = (dt, ∗dX t ) = (dt, // T 0,te i ∗ dW i ) and thedefinition of the Ricci tensor:−1˜// 0,td ˜//0,t T Y t(0, v) = − 1 2 (0, Ric#T −t (T X t v)) dt. (4.5)In order to compute in R n , we write:(// T 0,t) −1 T X t v = ((// T 0,t) −1 dπ ˜//−10,t)( ˜//0,t T Y t(0, v)). (4.6)−1By (4.5), we have d ˜//0,t T Y t(0, v) ∈ dA where A is the space of finite variationprocesses. We get:d((// T 0,t) −1 T X t v) = d((// T 0,t) −1 dπ ˜//−10,t)( ˜//0,t T Y t(0, v))+((// T 0,t) −1 dπ ˜//−10,t)d( ˜//0,t T Y t(0, v)).By (4.6) and lemma 4.1 we get:d((// T 0,t) −1 T X t v) = ∗d((// T 0,t) −1 dπ ˜//−10,t)( ˜//0,t T Y t(0, v))+ ((// T 0,t) −1 dπ ˜//−10,t) ∗ d( ˜//0,t T Y t(0, v))= ∗d((// T 0,t) −1 dπ ˜//−10,t)( ˜//0,t T Y t(0, v))−1 2 ((//T 0,t) −1 dπ)(0, Ric #,T −t (T X t v) dt= 1 2 (//T 0,t) −1 ( ∂ ∂ tg(T − t)) #T −t (T X t v) dt−1 2 (//T 0,t) −1 Ric #,T −t (T X t v) dt.For all f 0 ∈ C ∞ (M), and f(t, .) a solution of (3.3), f(T − t, X T t (x)) is a martingalefor all x ∈ M.Corollary 4.3 For all v ∈ T x M:is a martingale.df(T − t, X T t (x))v = df(T − t, .) X Tt (x)// T 0,tv,5823
Proof : By differentiation under x of f(T −t, X T t (x)), we get a local martingale.According to [3] and by chain rule for differential we get the corollary. This resultmatches 3.2 after using the above proposition.In an canonical way, we have the following result.Theorem 4.4 The following conditions are equivalent for a family g(t) of metrics:i) g(t) evolves under the forward Ricci flow.ii) For all T < T c we have // T 0,t = W T 0,t = T X t .iii) For all T < T c , the damped parallel transport W T 0,t is an isometry.Proof : By 4.2 and 3.2, for the forward Ricci flow, the result follows by theequation of g(t).5 Second derivative of the stochastic flowWe take the differential of the stochastic flow in order to obtain a intrinsic martingale.We take the same notation as the previous section, and g(t) is a family ofmetrics coming from a forward Ricci flow. Let Xt T (x) be the g(T −t)-BM started atx, constructed as in the previous section by the parallel coupling of a g(T − t)-BMstarted at x 0 , ˜∇ and Y t (x) = (t, Xt T (x)) as before, define the intrinsic trace (thatdo not depend on the choice of E i as below):( ∑)Tr ∇ . T X t (x 0 )(.) := dπ ˜∇ (0,ei )T Y t (x)(0, E i (x)) − T Y t (x) ˜∇ (0,ei )(0, E i (x))iwhere (e i ) is a (T x0 M, g(T )) orthonormal basis, E i are vectors fields in ΓT M suchthat E i (x 0 ) = e i and ˜∇ (0,ei )T Y t (x)(0, E i (x)) is a derivative of a bundle-valuedsemi-martingale in the sense of ([4], [3], [1]). By 4.4:Tr ∇ . T X t (x 0 )(.) := dπ ∑ i˜∇ (0,ei )T Y t (x)(0, E i (x)) − // T 0,tdπ( ∑ i˜∇ (0,ei )(0, E i (x)))Theorem 5.1 Let L t := (// T 0,t) −1 Tr ∇ . T X t (x 0 )(.) be a (T x0 M, g(T ))-valued process,started at 0. Then:i) L t is a (T x0 M, g(T ))-valued martingale, independent of the choice of E i .ii) The g(T )-quadratic variation of L is given by d[L, L] t =‖ Ric T −t (X t (x 0 )) ‖ 2 T −tdt.5924
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Université de PoitiersTHÈSEpour o
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ivTABLE DES MATIÈRES3 Kendall-Cran
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d’avoir une famille de connexion,
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Bibliography[ABT02]Marc Arnaudon, R
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BIBLIOGRAPHY 131[DeT83][Dri92]Denni
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