A convergence to Brownian motion on sub-Riemannian manifolds

DOI10.1090/TRAN/6831MaRDI QIDQ5267971zbMATH OpenOpenAlexWikidataFDO

Authors Maria Gordina, Thomas Laetsch

Publication date 14 June 2017

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.0142

zbMATH Keywords

random walkBrownian motionhypoelliptic operatorsub-Riemannian manifold

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold $M$. To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators naturally connected to the geometry of the underlining manifold. In the case when $M$ is a Riemannian (non-degenerate) manifold, we recover the Laplace-Beltrami operator. We then construct the corresponding random walk, and under standard assumptions on the sub-Laplacian and $M$ we show that this random walk weakly converges to a process, horizontal Brownian motion, whose infinitesimal generator is the sub-Laplacian. An example of the Heisenberg group equipped with a standard sub-Riemannian metric is considered in detail, in which case the sub-Laplacian we introduced is shown to be the sum of squares (H"{o}rmander's) operator.

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Cited in

(14)

• Radial processes for sub-Riemannian Brownian motions and applications
• Convergence of Brownian motions on metric measure spaces under Riemannian curvature-dimension conditions
• Riemannian submersions of brownian motions
• Sub-Laplacians on sub-Riemannian manifolds
• Beyond Haar and Cameron-Martin: the Steinhaus support
• Hypoelliptic heat kernels on nilpotent Lie groups
• Invariance principle for lifts of geodesic random walks
• scientific article; zbMATH DE number 16085 (Why is no real title available?)
• Intrinsic random walks and sub-Laplacians in sub-Riemannian geometry
• Cartan connections for stochastic developments on sub-Riemannian manifolds
• Chernoff approximations of Feller semigroups in Riemannian manifolds
• On the Conservativeness of the Brownian Motion on a Riemannian Manifold
• Gradient bounds for Kolmogorov type diffusions
• Finite energy coordinates and vector analysis on fractals

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