Special Session 23: 

Stochastic Heat Equations with Values in a Manifold

Rongchan Zhu
Beijing Institute of Technology
Peoples Rep of China
Co-Author(s):    
Abstract:
In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we heuristically derive a form of the equation solved by the process given by the Dirichlet form. Moreover, we establish the log-Sobolev inequality for the Dirichlet form in the path space. In addition, some characterizations for the lower or uniform bounds of the Ricci curvature are presented related to the stochastic heat equation.