Skew-product decompositions of Brownian motions on manifolds: A probabilistic aspect of the Lichnerowicz--Szabo theorem

DOI10.1016/S0007-4497(02)01123-5zbMATH Open1018.58027MaRDI QIDQ1865005FDOQ1865005

Fabrice Baudoin

Publication date: 23 March 2003

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

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zbMATH Keywords

Brownian motionLichnerowicz conjectureBrownian motion on a manifoldharmonic manifoldscompact rank one symmetric spaceskew-product decompositionJacobi diffusions

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
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• Diffusion processes and their sample paths.
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• The Lichnerowicz conjecture on harmonic manifolds
• Sur les espaces riemanniens complètement harmoniques
• The radial part of Brownian motion on a manifold: A semimartingale property
• DIFFUSION PROCESSES AND RIEMANNIAN GEOMETRY
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• Propriétés globales des espaces de Riemann harmoniques
• Eigenvalue inequalities for minimal submanifols and P-manifolds
• An intrinsic approach to Lichnerowicz conjecture
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Cited In (4)

• Conditioning and initial enlargement of filtration on a Riemannian manifold.
• Skew-Product Decomposition of Planar Brownian Motion and Complementability
• Title not available (Why is that?)
• Octonionic Brownian windings

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