Estimation for jump processes in the tangent bundle of a Riemann manifold

A stochastic process is formulated in the tangent bundle of a Riemann manifold where the vector fibre portion of the process is a jump process. Since the tangent spaces change as the process in the base manifold evolves, it is necessary to define a jump process in the fibres of the tangent bundle with respect to the process in the base manifold. An estimation problem is formulated and solved for a process obtained from the jump process in the fibres of the tangent bundle where the observations include the process in the base manifold and the jump times. Since each fibre of the tangent bundle is a linear space, a suitable modification of some results for estimation in linear spaces can be used to solve the aforementioned estimation problem.Research supported by NSF Grants ENG 75-06562 and MCS 76-01695 and AFOSR Grant 77-3177.     

Mean distance of Brownian motion on a Riemannian manifold

Consider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first three terms of the asymptotic expansion of the mean distance by means of stochastic differential equation for Brownian motion on Riemannian manifold. This method proves to be much simpler for further expansion than the methods developed by Liao and Zheng (Ann. Probab. 23(1) (1995) 173). Our expansion gives the same characterizations as the mean exit time from a small geodesic ball with regard to Euclidean space and the rank 1 symmetric spaces.     

Stochastic Local Gauss-Bonnet-Chern Theorem

The Gauss-Bonnet-Chern theorem for compact Riemannian manifold (without boundary) is discussed here to exhibit in a clear manner the role Riemannian Brownian motion plays in various probabilistic approaches to index theorems. The method with some modifications works also for the index theorem for the Dirac operator on the bundle of spinors, see Hsu.⁽⁷⁾     

On tangent bundles with Sasakian metrics of Finslerian and Riemannian manifolds

On the basis of the so-called phase completion the notion of vertical, horizontal and complete objects is defined in the tangent bundles over Finslerian and Riemannian manifold. Such a tangent bundle is made into a manifold of almost Kaehlerian structure by endowing it with Sasakian metric. The components of curvature tensors with respect to the adapted frame are presented. This having been done it is shown possible to study the differential geometry of Finslerian spaces by dealing with that of their own tangent bundles. This work was supported by National Research Coundil of Canada A-4037 (1960–70). Entrata in Redazione l'8 marzo 1970.     

Stochastic calculus of variations and Harnack inequality on Riemannian path spacesCalcul de variations stochastiques et l'inéqualité de Harnack sur l'espace de chemins riemanniens

We describe the tangent space of Riemannian path space as a space of tangent processes localized on Brownian sheets; the bundle of adapted frames above a Riemannian path space and its structural equation are given. The stochastic calculus of variations allows us to derive Harnack–Bismut inequality for the Norris semigroup. To cite this article: A.-B. Cruzeiro, P. Malliavin, C. R. Acad. Sci. Paris, Ser. I 335 (2002) 817–820.     

When is a vector field injective?

In this paper we define a notion of injectivity for a vector field over a Riemannian manifold and we give a sufficient condition for it. The proof is an extension of a well known Theorem stating that a map from an open convex set of the euclidean space into is a diffeomorphism onto its image provided that the bilinear operator associated to its differential is (positive or negative) definite everywhere. In the second part of the paper, we show that these results have a natural extension to the tangent bundle, with straightforward applications to second order differential equations. Received May 3, 1997 - Revised version received October 21, 1997     

Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: approximate invariant measures

Systems of Wick stochastic differential equations are studied. Using an estimate on the Wick product we apply Picard iteration to prove a general existence and uniqueness theorem for systems of Wick stochastic differential equations. We also show the solution is stable with respect to perturbations of the noise. This result is used to show that the solution of a linear system of Wick stochastic differential equations driven by smoothed Brownian motion tends to the solution of the corresponding It equation as the smoothed process tends to Brownian motion     

On the definition of an admitted Lie group for stochastic differential equations

A new definition of an admitted Lie group of transformations for stochastic differential equations involving Brownian motion is presented. The transformation of the dependent variables involves time as well, and it is proved that Brownian motion is transformed to Brownian motion. Applications to a variety of stochastic differential equations are presented.     

On infinitesimal conformal transformations of the tangent bundles with the synectic lift of a Riemannian metric

The purpose of the present article is to investigate some relations between the Lie algebra of the infinitesimal fibre-preserving conformal transformations of the tangent bundle of a Riemannian manifold with respect to the synectic lift of the metric tensor and the Lie algebra of infinitesimal projective transformations of the Riemannian manifold itself.     

Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct consequence, a specialized form of the Itô formula is derived. When a standard Brownian motion is the original semimartingale, classical Itô stochastic differential equations driven by the Brownian motion with drift extend to a larger class of stochastic differential equations involving a time-change with continuous paths. A form of the general solution of linear equations in this new class is established, followed by consideration of some examples analogous to the classical equations. Through these examples, each coefficient of the stochastic differential equations in the new class is given meaning. The new feature is the coexistence of a usual drift term along with a term related to the time-change.