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

DOI10.1007/s11118-006-9019-zzbMath1107.58014arXivmath/0409155MaRDI QIDQ867113

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

Publication date: 14 February 2007

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

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

zbMATH Keywords

scalar curvature; Brownian bridge; sectional curvature; mean curvature; conditional process; approximation of Feller semigroups; geodesic interpolation; infinite dimensional surface measure; pseudo-Gaussian kernels; Wick's formula

Mathematics Subject Classification ID

47D06: One-parameter semigroups and linear evolution equations

60J65: Brownian motion

47D07: Markov semigroups and applications to diffusion processes

58J65: Diffusion processes and stochastic analysis on manifolds

Related Items

Diffusion on Riemannian manifolds and integration with respect to anticommuting variables, Feynman formula for a class of second-order parabolic equations in a bounded domain, Feynman formulae for Feller semigroups, Hamiltonian Feynman-Kac and Feynman formulae for dynamics of particles with position-dependent mass, Two types of surface measures on trajectories in Riemannian submanifolds of Euclidean spaces, Generalized Wiener-Segal-Fock representations and Feynman formulae, Towards a theoretical foundation for Laplacian-based manifold methods, Brownian motion on a manifold as a limit of Brownian motions with drift, Feynman formulas and functional integrals for diffusion with drift in a domain on a manifold, LAGRANGIAN FEYNMAN FORMULAS FOR SECOND-ORDER PARABOLIC EQUATIONS IN BOUNDED AND UNBOUNDED DOMAINS, Path integrals on manifolds by finite dimensional approximation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Finite dimensional approximations to Wiener measure and path integral formulas on manifolds
• Riemannian geometry and geometric analysis.
• The surface limit of Brownian motion in tubular neighborhoods of an embedded Riemannian manifold.
• An explicit local uniform large deviation bound for Brownian bridges
• THE SMOLYANOV SURFACE MEASURE ON TRAJECTORIES IN A RIEMANNIAN MANIFOLD
• Some Properties of the Eigenfunctions of The Laplace-Operator on Riemannian Manifolds