Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow

Koléhè Coulibaly-Pasquier , Koléhè Coulibaly-Pasquier (1)

1 IECL - Institut Élie Cartan de Lorraine

We generalize Brownian motion on a Riemannian manifold to the case of a family of metrics which depends on time. Such questions are natural for equations like the heat equation with respect to time dependent Laplacians (inhomogeneous diffusions). In this paper we are in particular interested in the Ricci flow which provides an intrinsic family of time dependent metrics. We give a notion of parallel transport along this Brownian motion, and establish a generalization of the Dohrn-Guerra or damped parallel transport, Bismut integration by part formulas, and gradient estimate formulas. One of our main results is a characterization of the Ricci flow in terms of the damped parallel transport. At the end of the paper we give a canonical definition of the damped parallel transport in terms of stochastic flows, and derive an intrinsic martingale which may provide information about singularities of the flow.

Mots clés: Brownian motion; Ricci curvature

Domaines: Probabilités [math.PR]

Koléhè Coulibaly-Pasquier, Koléhè Coulibaly-Pasquier. Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow. Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2011, 47 (No. 2,), pp.515-538. ⟨10.1214/10-AIHP364⟩. ⟨hal-00352805v2⟩