Remark : We could choose E i such that ˜∇ (0,ei )(0, E i (x)) = 0 that do notchange the martingale L, but give a simple version.Remark : This martingale can be used to look at the behavior at point wherethe first singularity of the Ricci flow occurs, i.e. where the norm of the Riemanniancurvature explodes.References[1] M. Arnaudon and A. Thalmaier. Complete lifts of connections and stochasticJacobi fields. J. Math. Pures Appl. (9), 77(3):283–315, 1998.[2] Marc Arnaudon, Robert O. Bauer, and Anton Thalmaier. A probabilistic approachto the Yang-Mills heat equation. J. Math. Pures Appl. (9), 81(2):143–166, 2002.[3] Marc Arnaudon and Anton Thalmaier. Stability of stochastic differentialequations in manifolds. In Séminaire de Probabilités, XXXII, volume 1686of Lecture Notes in Math., pages 188–214. Springer, Berlin, 1998.[4] Marc Arnaudon and Anton Thalmaier. Horizontal martingales in vector bundles.In Séminaire de Probabilités, XXXVI, volume 1801 of Lecture Notes inMath., pages 419–456. Springer, Berlin, 2003.[5] Bennett Chow and Dan Knopf. The Ricci flow: an introduction, volume 110of Mathematical Surveys and Monographs. American Mathematical Society,Providence, RI, 2004.[6] M. Cranston. Gradient estimates on manifolds using coupling. J. Funct. Anal.,99(1):110–124, 1991.[7] Dennis M. DeTurck. Deforming metrics in the direction of their Ricci tensors.J. Differential Geom., 18(1):157–162, 1983.[8] K. D. Elworthy, Y. Le Jan, and Xue-Mei Li. On the geometry of diffusionoperators and stochastic flows, volume 1720 of Lecture Notes in Mathematics.Springer-Verlag, Berlin, 1999.[9] K. D. Elworthy and X.-M. Li. Formulae for the derivatives of heat semigroups.J. Funct. Anal., 125(1):252–286, 1994.6227
[10] K. D. Elworthy and M. Yor. Conditional expectations for derivatives of certainstochastic flows. In Séminaire de Probabilités, XXVII, volume 1557 of LectureNotes in Math., pages 159–172. Springer, Berlin, 1993.[11] M. Emery. Une topologie sur l’espace des semimartingales. In Séminairede Probabilités, XIII (Univ. Strasbourg, Strasbourg, 1977/78), volume 721 ofLecture Notes in Math., pages 260–280. Springer, Berlin, 1979.[12] Michel Émery. Stochastic calculus in manifolds. Universitext. Springer-Verlag,Berlin, 1989. With an appendix by P.-A. Meyer.[13] Michel Émery. On two transfer principles in stochastic differential geometry.In Séminaire de Probabilités, XXIV, 1988/89, volume 1426 of Lecture Notesin Math., pages 407–441. Springer, Berlin, 1990.[14] Richard S. Hamilton. Three-manifolds with positive Ricci curvature. J. DifferentialGeom., 17(2):255–306, 1982.[15] Elton P. Hsu. Stochastic analysis on manifolds, volume 38 of Graduate Studiesin Mathematics. American Mathematical Society, Providence, RI, 2002.[16] Jürgen Jost. Harmonic mappings between Riemannian manifolds, volume 4of Proceedings of the Centre for Mathematical Analysis, Australian NationalUniversity. Australian National University Centre for Mathematical Analysis,Canberra, 1984.[17] Jürgen Jost. Riemannian geometry and geometric analysis. Universitext.Springer-Verlag, Berlin, fourth edition, 2005.[18] Wilfrid S. Kendall. Nonnegative Ricci curvature and the Brownian couplingproperty. Stochastics, 19(1-2):111–129, 1986.[19] Shoshichi Kobayashi and Katsumi Nomizu. Foundations of differential geometry.Vol. I. Wiley Classics Library. John Wiley & Sons Inc., New York, 1996.Reprint of the 1963 original, A Wiley-Interscience Publication.[20] Hiroshi Kunita. Stochastic flows and stochastic differential equations, volume24 of Cambridge Studies in Advanced Mathematics. Cambridge UniversityPress, Cambridge, 1990.[21] John M. Lee. Riemannian manifolds, volume 176 of Graduate Texts in Mathematics.Springer-Verlag, New York, 1997. An introduction to curvature.[22] Daniel W. Stroock and S. R. Srinivasa Varadhan. Multidimensional diffusionprocesses. Classics in Mathematics. Springer-Verlag, Berlin, 2006. Reprint ofthe 1997 edition.6328
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Université de PoitiersTHÈSEpour o
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ivTABLE DES MATIÈRES3 Kendall-Cran
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Chapter 6Compléments de calculs113
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d’avoir une famille de connexion,
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