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Pré-Publication, Document De Travail Année : 2020

Construction of set-valued dual processes on manifolds

Marc Arnaudon
Laurent Miclo

Résumé

The purpose of this paper is to construct a Brownian motion X_t taking values in a Riemannian manifold M , together with a compact valued process D_t such that, at least for small enough D-stopping time T and conditioned to the filtration of D_t up to time T , the law of X_T is the normalized Lebesgue measure on D_T. This intertwining result is a generalization of Pitman theorem. We first construct regular intertwined processes related to Stokes' theorem. Then using several limiting procedures we construct synchronous intertwined, free intertwined, mirror intertwined processes. The local times of the Brownian motion on the (morphological) skeleton or the boundary of D plays an important role. Several example with moving intervals, discs, annulus, symmetric convex sets are investigated. KEYWORDS. Brownian motions on Riemannian manifolds, intertwining relations, set-valued dual processes, couplings of primal and dual processes, stochastic mean curvature evolutions, boundary and skeleton local times, generalized Pitman theorem.
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Dates et versions

hal-03037469 , version 1 (03-12-2020)
hal-03037469 , version 2 (07-07-2022)

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Marc Arnaudon, Koléhè Coulibaly-Pasquier, Laurent Miclo. Construction of set-valued dual processes on manifolds. 2020. ⟨hal-03037469v1⟩
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