Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below

Using the coupling by parallel translation, along with Girsanov's theorem, a new version of a dimension-free Harnack inequality is established for diffusion semigroups on Riemannian manifolds with Ricci curvature bounded below by , where c>0 is a constant and ρo is the Riemannian distance function to a fixed point o on the manifold. As an application, in the symmetric case, a Li-Yau type heat kernel bound is presented for such semigroups.     

Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds

A gradient-entropy inequality is established for elliptic diffusion semigroups on arbitrary complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived.     

Hamilton differential Harnack inequality and W-entropy for Witten Laplacian on Riemannian manifolds

In this paper, we prove the Hamilton differential Harnack inequality for positive solutions to the heat equation of the Witten Laplacian on complete Riemannian manifolds with the $CD(?K,m)$-condition, where $m\in [n,\infty )$ and $K\ge 0$ are two constants. Moreover, we introduce the W-entropy and prove the W-entropy formula for the fundamental solution of the Witten Laplacian on complete Riemannian manifolds with the $CD(?K,m)$-condition and on compact manifolds equipped with $(?K,m)$-super Ricci flows.     

Equivalent Harnack and gradient inequalities for pointwise curvature lower bound

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the consequent L²$L^2$-gradient inequality, are proved to be equivalent to the pointwise curvature lower bound condition together with the convexity or absence of the boundary. Some applications of the log-Harnack inequality are also introduced.     

Brownian bridge on hyperbolic spaces and on homogeneous trees

Let B be the Brownian motion on a noncompact non Euclidean rank one symmetric space H. A typical examples is an hyperbolic space H _n , n > 2. For ν > 0, the Brownian bridge B ^(ν) of length ν on H is the process B _t , 0 ≤t≤ν, conditioned by B ₀ = B _ν = o, where o is an origin in H. It is proved that the process converges weakly to the Brownian excursion when ν→ + ∞ (the Brownian excursion is the radial part of the Brownian Bridge on ℝ³). The same result holds for the simple random walk on an homogeneous tree. Received: 4 December 1998 / Revised version: 22 January 1999     

The Harnack inequality for quasilinear elliptic equations under minimal assumptions

In this note we prove the Harnack inequality for non negative solutions of the quasilinear equation

Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz-Szabo theorem

We show that the only compact simply connected manifolds for which the radial part of Brownian motion enjoys the Markov property are compact two points homogeneous spaces, i.e. rank one symmetric spaces.     

Log-Sobolev inequality on non-convex Riemannian manifolds

Counterexamples are constructed to show that when the second fundamental form of the boundary is bounded below by a negative constant, any curvature lower bound is not enough to imply the log-Sobolev inequality. This indicates that in the study of functional inequalities on non-convex manifolds, the concavity of the boundary cannot be compensated by the positivity of the curvature. Next, when the boundary is merely concave on a bounded domain, a criterion on the log-Sobolev inequality known for convex manifolds is proved. Finally, when the concave part of the boundary is unbounded, a Sobolev inequality for a weighted volume measure is established, which implies an explicit sufficient condition for the log-Sobolev inequality to hold on non-convex manifolds.     

Boundary Harnack principle for subordinate Brownian motions

We establish a boundary Harnack principle for a large class of subordinate Brownian motions, including mixtures of symmetric stable processes, in κ$\kappa$-fat open sets (disconnected analogue of John domains). As an application of the boundary Harnack principle, we identify the Martin boundary and the minimal Martin boundary of bounded κ$\kappa$-fat open sets with respect to these processes with their Euclidean boundaries.     

A probabilistic approach to Martin boundaries for manifolds with ends

Summary We use martingale methods and coupling arguments to prove results of Li and Tam (1987) and Donnelly (1986) characterizing positive and bounded harmonic functions, respectively, on certain manifolds with ends.Research supported by a grant from NSA/NSF     

Coupling and strong Feller for jump processes on Banach spaces

By using lower bound conditions of the Lévy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical) Lévy processes on a Banach space. Unlike in the finite-dimensional case where these properties have also been confirmed for Lévy processes without drift, in the infinite-dimensional setting the appearance of a drift term is essential to ensure the quasi-invariance of the process by shifting the initial data. Gradient estimates and exponential convergence are also investigated. The main results are illustrated by specific models on the Wiener space and separable Hilbert spaces.     

The wave equation on asymptotically de Sitter-like spaces

In this paper we obtain the asymptotic behavior of solutions of the Klein-Gordon equation on Lorentzian manifolds (X^○,g) which are de Sitter-like at infinity. Such manifolds are Lorentzian analogues of the so-called Riemannian conformally compact (or asymptotically hyperbolic) spaces. Under global assumptions on the (null)bicharacteristic flow, namely that the boundary of the compactification X is a union of two disjoint manifolds, Y_±, and each bicharacteristic converges to one of these two manifolds as the parameter along the bicharacteristic goes to +∞, and to the other manifold as the parameter goes to −∞, we also define the scattering operator, and show that it is a Fourier integral operator associated to the bicharacteristic flow from Y₊ to Y₋.     

The regularity problem for generalized harmonic maps into homogeneous spaces

Let be a Riemannian surface and be a standard sphere, or more generally a Riemannian manifold on which a Lie group,, acts transitively by isometries. We define generalized harmonic maps by extending the notion of weakly harmonic maps in a natural way (motivated by Noether's Theorem), to mapsu W _loc ^1,1 (, ). We prove that, under some slight technical restrictions, for 1 <-p < 2, there are generalized harmonic mapsu W ^1,p(, ) that are everywhere discontinuous (in particular, this solves an open problem proposed by F. Bethuel, H. Brezis and F. Hélein, in [BBH]). We also show that the natural -regularity condition for such maps is to require <u to belong to the Lorentz space L(2, ). To prove this -regularity result we extend a compensated compactness result of R. Coifman, P.-L. Lions, Y. Meyer and S. Semmes, proved in [CLMS], to the case of Lorentz spaces in duality.     

Alexandroff-Bakelman-Pucci estimate and Harnack inequality for degenerate/singular fully non-linear elliptic equations

In this paper, we study fully non-linear elliptic equations in non-divergence form which can be degenerate or singular when “the gradient is small”. Typical examples are either equations involving the m-Laplace operator or Bellman-Isaacs equations from stochastic control problems. We establish an Alexandroff-Bakelman-Pucci estimate and we prove a Harnack inequality for viscosity solutions of such non-linear elliptic equations.     

Necessary and sufficient conditions for finiteness of lifetime

We give a geometric characterization for the finiteness of conditioned Brownian motion for a general class of simply connected domains, extending previous results and exhibit some new examples of domains with infinite area and finite lifetime.I would like to thank Professor Rodrigo Bañuelos, my academic advisor, for his help and guidance on this paper which is part of my Ph.D. thesis.     

A geometric approach to error estimates for conservation laws posed on a spacetime

We consider a hyperbolic conservation law posed on an (N+1)-dimensional spacetime, whose flux is a field of differential forms of degree N. Generalizing the classical Kuznetsov’s method, we derive an L¹ error estimate which applies to a large class of approximate solutions. In particular, we apply our main theorem and deal with two entropy solutions associated with distinct flux fields, as well as with an entropy solution and an approximate solution. Our framework encompasses, for instance, equations posed on a globally hyperbolic Lorentzian manifold.     

A reflection principle for correlated defaults

The correct valuation of the so-called “correlation products” in the credit risk market such as n$n$-th-to-default swaps or CDOs requires a better understanding of higher dimensional barrier default phenomena. We introduce a reflection principle suited for the pricing of credit derivatives on two securities, paving the way for the development of new methods in the field. For that purpose, we introduce new processes, the distributions of which involve generalized Bessel functions. As an application, we derive a closed formula for second-to-default digital swaps, under the standard Black–Cox hypothesis on the conditions triggering default.