Weak convergence of laws of stochastic processes on Riemannian manifolds (Q5936993): Difference between revisions

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Latest revision as of 11:58, 9 December 2024

scientific article; zbMATH DE number 1618287
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Weak convergence of laws of stochastic processes on Riemannian manifolds
scientific article; zbMATH DE number 1618287

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    Weak convergence of laws of stochastic processes on Riemannian manifolds (English)
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    14 April 2002
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    The author considers a sequence of Riemannian manifolds endowed with smooth measures, and the corresponding Dirichlet forms and symmetric continuous diffusions. He considers adequate topologies on the set of manifolds, and studies the weak convergence of the sequence of diffusions. However, they do not always converge, so he rather considers a sequence of time-discretized diffusions, and proves the weak convergence for the Skorokhod topology; he also gives conditions under which the limit is continuous. Then the results are improved in the case of compact manifolds, the Ricci curvatures of which are uniformly bounded from below. Several examples are given.
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    Dirichlet form
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    convergence of manifolds
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    Skorokhod topology
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    symmetric continuous diffusions
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