Isotropic transport process on a Riemannian manifold
HTML articles powered by AMS MathViewer
- by Mark A. Pinsky
- Trans. Amer. Math. Soc. 218 (1976), 353-360
- DOI: https://doi.org/10.1090/S0002-9947-1976-0402957-2
- PDF | Request permission
Abstract:
We construct a canonical Markov process on the tangent bundle of a complete Riemannian manifold, which generalizes the isotropic scattering transport process on Euclidean space. By inserting a small parameter it is proved that the transition semigroup converges to the Brownian motion semigroup provided that the latter preserves the class ${C_0}$. The special case of a manifold of negative curvature is considered as an illustration.References
- Robert Azencott, Behavior of diffusion semi-groups at infinity, Bull. Soc. Math. France 102 (1974), 193–240. MR 356254, DOI 10.24033/bsmf.1778
- R. M. Blumenthal and R. K. Getoor, Markov processes and potential theory, Pure and Applied Mathematics, Vol. 29, Academic Press, New York-London, 1968. MR 0264757 A. Debiard, B. Gaveau and E. Mazet, Temps d’arrêt des diffusions riemanniennes, C. R. Acad. Sci. Paris Sér. A.-B 278 (1974), A723-A725. MR 49 #6381a.
- Ramesh Gangolli, On the construction of certain diffusions on a differentiable manifold, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 2 (1964), 406–419 (1964). MR 165590, DOI 10.1007/BF00533608 R. Goldberg, Curvature and homology, Academic Press, New York, 1968.
- Noel J. Hicks, Notes on differential geometry, Van Nostrand Mathematical Studies, No. 3, D. Van Nostrand Co., Inc., Princeton, N.J.-Toronto-London, 1965. MR 0179691
- Kiyosi Itô, Stochastic differentials of continuous local quasi-martingales, Stability of stochastic dynamical systems (Proc. Internat. Sympos., Univ. Warwick, Coventry, 1972) Lecture Notes in Math., Vol. 294, Springer, Berlin, 1972, pp. 1–7. MR 0405583
- Thomas G. Kurtz, A limit theorem for perturbed operator semigroups with applications to random evolutions, J. Functional Analysis 12 (1973), 55–67. MR 0365224, DOI 10.1016/0022-1236(73)90089-x
- Thomas G. Kurtz, Semigroups of conditioned shifts and approximation of Markov processes, Ann. Probability 3 (1975), no. 4, 618–642. MR 383544, DOI 10.1214/aop/1176996305
- Daniel W. Stroock, On the growth of stochastic integrals, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 18 (1971), 340–344. MR 287622, DOI 10.1007/BF00535035
- Shinzo Watanabe and Toitsu Watanabe, Convergence of isotropic scattering transport process to Brownian motion, Nagoya Math. J. 40 (1970), 161–171. MR 279885, DOI 10.1017/S0027763000013933
- Erik Jørgensen, The central limit problem for geodesic random walks, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32 (1975), 1–64. MR 400422, DOI 10.1007/BF00533088 P. Malliavin, Diffusions et géométrie différentielle globale, Lecture Notes, August 1975, Institut Henri Poincaré, 11 rue Pierre et Marie Curie, Paris 5.
Bibliographic Information
- © Copyright 1976 American Mathematical Society
- Journal: Trans. Amer. Math. Soc. 218 (1976), 353-360
- MSC: Primary 60J65; Secondary 58G99
- DOI: https://doi.org/10.1090/S0002-9947-1976-0402957-2
- MathSciNet review: 0402957