Brownian motion on a manifold as a limit of Brownian motions with drift

DOI10.1134/S1061920807040188zbMath1181.58027WikidataQ126111986 ScholiaQ126111986MaRDI QIDQ1033754

P. Yu. Tarasenko

Publication date: 10 November 2009

Published in: Russian Journal of Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionRiemannian manifoldWiener measureconvergence in distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Convergence of probability measures (60B10)

Cites Work

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• Chernoff's theorem and discrete time approximations of Brownian motion on manifolds
• On the symmetry of a reflecting Brownian motion defined by Skorohod's equation for a multi-dimensional domain
• The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
• Diffusion on compact Riemannian manifolds, and surface measures.
• Surface measures and initial boundary value problems generated by diffusions with drift

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