Construction of a Brownian sheet with values in a compact Riemannian manifold.

DOI10.1023/B:MATN.0000043490.58564.25zbMath1075.58023OpenAlexW1980265894WikidataQ115334951 ScholiaQ115334951MaRDI QIDQ556577

Evelina Shamarova

Publication date: 21 June 2005

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:matn.0000043490.58564.25

zbMATH Keywords

Brownian motionLaplace operatorBrownian sheetcompact Riemannian manifoldshort time asymptotics

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes and stochastic analysis on manifolds (58J65)

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