Chernoff's theorem and discrete time approximations of Brownian motion on manifolds

DOI10.1007/S11118-006-9019-ZzbMATH Open1107.58014arXivmath/0409155OpenAlexW2114257785MaRDI QIDQ867113FDOQ867113

Authors: O. G. Smolyanov, Heinrich von Weizsäcker, Olaf Wittich 

Publication date: 14 February 2007

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition between cosecutive partition times of distance dt, and b) a suitable continuous interpolation scheme (e.g. Brownian bridges or geodesics). If necessary normalize to get a probability measure. We prove a version of Chernoff's theorem of semigroup theory and tighness results which together yield convergence in law of such measures as the partition gets finer. In particular let L be a closed smooth submanifold of a Riemannian manifold M. We prove convergence of Brownian motion on M, conditioned to visit L at all partition times, to a process on L whose law has a Radon-Nikodym density with repect to Brownian motion on L which contains scalar, mean and sectional curvature terms. Various approximation schemes for Brownian motion are also given. These results substantially extend earlier work by the authors and by Andersson and Driver.

Full work available at URL: https://arxiv.org/abs/math/0409155

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zbMATH Keywords

scalar curvaturesectional curvaturemean curvatureBrownian bridgeapproximation of Feller semigroupsconditional processgeodesic interpolationinfinite dimensional surface measurepseudo-Gaussian kernelsWick's formula

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) One-parameter semigroups and linear evolution equations (47D06)

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Cited In (51)

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• Disorder indicator for nonstationary stochastic processes
• The method of Chernoff approximation

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