Brownian motion in Riemannian admissible complexes
Bouziane, Taoufik
Illinois J. Math., Tome 49 (2005) no. 2, p. 559-580 / Harvested from Project Euclid
The purpose of this work is to construct a Brownian motion with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such a Brownian motion, we define a family of continuous Markov processes with values in an admissible complex. We call a process in this family an isotropic transport process. We first show that the family of isotropic processes contains a subsequence which converges weakly to a measure which we call the Wiener measure. Then, using the finite dimensional distributions of this Wiener measure, we construct a new admissible complex valued continuous Markov process, the Brownian motion. We conclude with a geometric analysis of this Brownian motion and determine the recurrent or transient behavior of such a process.
Publié le : 2005-04-15
Classification:  58J65,  60J65
@article{1258138035,
     author = {Bouziane, Taoufik},
     title = {Brownian motion in Riemannian admissible complexes},
     journal = {Illinois J. Math.},
     volume = {49},
     number = {2},
     year = {2005},
     pages = { 559-580},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1258138035}
}
Bouziane, Taoufik. Brownian motion in Riemannian admissible complexes. Illinois J. Math., Tome 49 (2005) no. 2, pp.  559-580. http://gdmltest.u-ga.fr/item/1258138035/