English

Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds

Differential Geometry 2022-12-07 v1 Analysis of PDEs Probability

Abstract

We show that geodesic random walks on a complete Finsler manifold of bounded geometry converge to a diffusion process which is, up to a drift, the Brownian motion corresponding to a Riemannian metric.

Keywords

Cite

@article{arxiv.2102.08296,
  title  = {Geodesic random walks, diffusion processes and Brownian motion on Finsler manifolds},
  author = {Tianyu Ma and Vladimir S. Matveev and Ilya Pavlyukevich},
  journal= {arXiv preprint arXiv:2102.08296},
  year   = {2022}
}

Comments

32 pages, 3 figures. Comments from reads are welcome