The limit of measures generated by diffusions with unboundedly increasing drift

DOI10.1134/S0001434609110261zbMath1234.60082OpenAlexW2059773233MaRDI QIDQ845223

P. Yu. Tarasenko

Publication date: 5 February 2010

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

Full work available at URL: https://doi.org/10.1134/s0001434609110261

zbMATH Keywords

Brownian motionRiemannian manifoldLaplace-Beltrami operatorLipschitz conditionsemimartingaleItô differentialunboundedly increasing drift

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Convergence of probability measures (60B10) Functional limit theorems; invariance principles (60F17)

Cites Work

• The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
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