Horizontal diffusion in $C^1$ path space

Details Horizontal diffusion in $C^1$ path space Horizontal diffusion in $C^1$ path space

2009-04-17

arxiv.org/abs/0904.2762v1

Mathematics

Probability

Scientific paper

We define horizontal diffusion in $C^1$ path space over a Riemannian manifold and prove its existence. If the metric on the manifold is developing under the forward Ricci flow, horizontal diffusion along Brownian motion turns out to be length preserving. As application, we prove contraction properties in the Monge-Kantorovich minimization problem for probability measures evolving along the heat flow. For constant rank diffusions, differentiating a family of coupled diffusions gives a derivative process with a covariant derivative of finite variation. This construction provides an alternative method to filtering out redundant noise.

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