caa a22 4500 445835451 CHVBK 20180317145329.0 cr unu---uuuuu 170323e20110801xx s 000 0 eng 10.1007/s00209-010-0704-7 doi (NATIONALLICENCE)springer-10.1007/s00209-010-0704-7 Non-explosion of diffusion processes on manifolds with time-dependent metric [Elektronische Daten] [Kazumasa Kuwada, Robert Philipowski] We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in finite time if the metric evolves under backwards Ricci flow. Our result makes it possible to remove the assumption of non-explosion in the pathwise contraction result established by Arnaudon etal. (arXiv:0904.2762, to appear in Sém. Prob.). As an important tool which is of independent interest we derive an Itô formula for the distance from a fixed reference point, generalising a result of Kendall (Ann. Prob. 15:1491-1500, 1987). Springer-Verlag, 2010 Ricci flow nationallicence Diffusion process nationallicence Non-explosion nationallicence Radial process nationallicence Kuwada Kazumasa Graduate School of Humanities and Sciences, Ochanomizu University, 112-8610, Tokyo, Japan aut Philipowski Robert Institut für Angewandte Mathematik, Universität Bonn, Endenicher Allee 60, 53115, Bonn, Germany aut Mathematische Zeitschrift Springer-Verlag 268/3-4(2011-08-01), 979-991 0025-5874 268:3-4<979 2011 268 209 https://doi.org/10.1007/s00209-010-0704-7 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00209-010-0704-7 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Kuwada Kazumasa Graduate School of Humanities and Sciences, Ochanomizu University, 112-8610, Tokyo, Japan aut NATIONALLICENCE 700 1- Philipowski Robert Institut für Angewandte Mathematik, Universität Bonn, Endenicher Allee 60, 53115, Bonn, Germany aut NATIONALLICENCE 773 0- Mathematische Zeitschrift Springer-Verlag 268/3-4(2011-08-01), 979-991 0025-5874 268:3-4<979 2011 268 209 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer