In this paper we show, by using dyadic approximations, the existence of a geometric rough path associated with a fractional Brownian motion with Hurst parameter greater than 1/4. Using the integral representation of fractional Brownian motions, we furthermore obtain a Skohorod integral representation of the geometric rough path we constructed. By the results in [Ly1], a stochastic integration theory may be established for fractional Brownian motions, and strong solutions and a Wong-Zakai type limit theorem for stochastic differential equations driven by fractional Brownian motions can be deduced accordingly. The method can actually be applied to a larger class of Gaussian processes with covariance functions satisfying a simple decay condition.
We generalise for a general symmetric elliptic operator the different notions of dimension, diameter, and Ricci curvature, which coincide with the usual notions in the case of the Laplace Beltrami operators on Riemannian manifolds. If * 1 denotes the spectral gap, that is the first nonzero eigenvalue, we investigate in this paper the best lower bound on * 1 one can obtain under an upper bound on the dimension, an upper bound on the diameter, and a lower bound of the Ricci curvature. Two cases are known: namely if the Ricci curvature is bounded below by a constant R>0, then * 1 nRÂ(n&1), and this estimate is sharp for the n-dimensional spheres (Lichnerowicz's bound). If the Ricci curvature is bounded below by zero, then Zhong Yang's estimate asserts that * 1 ? 2 d 2 , where d is an upper bound on the diameter. This estimate is sharp for the 1-dimensional torus. In the general case, many interesting estimates have been obtained. This paper provides a general optimal comparison result for * 1 which unifies and sharpens Lichnerowicz and Zhong Yang's estimates, together with other comparison results concerning the range of the associated eigenfunctions and their derivatives.
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