Also by the above remark Y ɛ0 is tight, hence (Y ɛ. (x 0 )) ɛ>0 is tight. As usual,Prokhorov’s theorem implies that one adherence value exists. We also use Huisken[14] (for the strictly convex manifold) to yield:‖ Y ɛ ‖≤ diam(M 0 ). (2.1)By proposition 1-1 in [16] page 481, and the fact that (Y ɛ ) are martingales weconclude that all adherence values of (Y ɛ ) are martingales with respect to the filtrationthat they generate.Remark : The above proposition is also valid for arbitrary M that are isometricallyembedded in R n+1 . Just because the bound 2.1 is also a consequence oftheorem 7.1 in [11].We will now derive the tightness of Xtɛ from those of (Y ɛ ). This purpose will becompleted by the next lemma 2.4.Recall some results of [14], if M 0 is a strictly convex manifold then M t is alsostrictly convex, and ∀0 ≤ t 1 < t 2 < T c , M t2 ⊂ int(M t1 ), where int is the interior ofthe bounded connected component. Hence there is a foliation on int(M 0 ):⊔M t ,where ⊔ stand for the disjoint union.Definition 2.3 We note:t∈[0,T c[C f (]0, T c ], R n+1 ) = {γ ∈ C(]0, T c ], R n+1 ), s.t.γ(t) ∈ M Tc−t}.Noted that C f (]0, T c ], R n ) is a closed set of C(]0, T c ], R n ) for the Skorokhod topology.Lemma 2.4 Let M an n-dimensional strictly convex manifold, F (t, .) the smoothsolution of the mean curvature flow and T c the explosion time. ThenF : [0, T c [×M −→ ⊔ t∈[0,T c[ M t ,is a diffeomorphism in the sense of manifold with boundary. And,Ψ : C f (]0, T c ], R n ) −→ C(]0, T c ], M)γ ↦−→ t ↦→ F −1 (T c − t, γ(t))is continuous for the different Skorokhod topologies. To define the Skorokhod topologyin C(]0, T c ], M) we could use the initial metric g(0) on M.727
proof : It is clear that F is smooth as a solution of a parabolic equation [14],and this result has been used above. Its differential is given at each point by:∀(t, x) ∈ [0, T c [×M,∀v ∈ T x MDF (t, x)( ∂ ∂ t, v) = ∂ ∂ tF (t, x) ⊕ DF t (x)(v)where ∂ ∂ tF (t, x) = −H(t, x) −→ ν (t, x), here ⊕ stands for + and means that we cannotcancel the sum without cancelling each term. Since there is no ambiguity we writeH(t, x) for H ν (t, x). Recall that H(t, x) > 0.For the second part of this lemma, we remark that for 0 ≤ δ < T c⊔F −1 : M t −→ [0, δ] × Mt∈[0,δ]is Lipschitz (use the bound of the differential on a compact).Recall also that a sequence converges to a continuous function for Skorokhodtopology if and only if it converges to this function locally uniformly. We willnow show the continuity of Ψ. Take a sequence α m in C f (]0, T c ], R n+1 ) and α ∈C f (]0, T ], R n+1 ) such that α m −→ α for the Skorokhod topology.Then for all A compact set in ]0, T c ], ‖ α m − α ‖ A −→ 0, where ‖ f ‖ A = sup t∈A ‖f(t) ‖.Let A be a compact set in ]0, T c ], then there exists a Lipschitz constant C A ofF −1 in ⊔ t∈A M t, such that for all t in A,d g(o) (F −1 (α m (t)), F −1 (α(t))) ≤ C A ‖ α m (t) − α(t) ‖,where d g(o) (x, y) is the distance in M beetwen x and y for the metric g(0). We alsodefine d g(o),A (f, g) = sup t∈A d g(o) (f(t), g(t)), where f, g are M-valued function. Weget:d g(o),A (Ψ(α m ), Ψ(α) ≤ C A ‖ α m − α ‖ A .So Ψ(α m ) −→ Ψ(α) uniformly in all compact, so for the Skorokhod topology inC(]0, T c ], M).Let:Ỹ ɛt= (Y ɛt− Y ɛ0 ) + (Y ɛ0 1 [ɛ,Tc](t) + 1 [0,ɛ] (t)F (T c − t, x o )).Proposition 2.2 gives the tightness of Y ɛt −Y ɛ0 , and Y ɛ0 1 [ɛ,Tc](t)+1 [0,ɛ] (t)F (T c −t, x o )is a non-random sequence of functions that converges uniformly, hence Ỹ ɛ is tight.For strictly positive time t,X ɛ t = F −1 (T c − t, Ỹ ɛt ).The previous lemma 2.4 yields the tightness of X ɛ . Hence we have shown that:∀ϕ = (ɛ k ) k → 0, ∃X ϕ ]0,T , c] Xɛ k L]0,T c]→ X ϕ ]0,T c]for an extracted sequence.738
- 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: 2 Tightness, and first example on t
- 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 and 100: 4 M. ARNAUDON, A. K. COULIBALY, AND
- Page 101 and 102: 6 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