We develop a procedure that allows us to “descretise” the Brownian motion on a Riemannian manifold. We construct thus a random walk that is a good approximation of the Brownian motion.
On développe une procédure qui nous permet de discrétiser le mouvement brownien d’une variété riemannienne. On obtient ainsi une marche aléatoire qui est une bonne approximation du mouvement brownien.
@article{AIF_1984__34_2_243_0, author = {Varopoulos, Nicolas Th.}, title = {Brownian motion and random walks on manifolds}, journal = {Annales de l'Institut Fourier}, pages = {243--269}, publisher = {Institut Fourier}, address = {Grenoble}, volume = {34}, number = {2}, year = {1984}, doi = {10.5802/aif.972}, zbl = {0523.60071}, mrnumber = {85m:58186}, language = {en}, url = {https://aif.centre-mersenne.org/articles/10.5802/aif.972/} }
TY - JOUR AU - Varopoulos, Nicolas Th. TI - Brownian motion and random walks on manifolds JO - Annales de l'Institut Fourier PY - 1984 SP - 243 EP - 269 VL - 34 IS - 2 PB - Institut Fourier PP - Grenoble UR - https://aif.centre-mersenne.org/articles/10.5802/aif.972/ DO - 10.5802/aif.972 LA - en ID - AIF_1984__34_2_243_0 ER -
Varopoulos, Nicolas Th. Brownian motion and random walks on manifolds. Annales de l'Institut Fourier, Volume 34 (1984) no. 2, pp. 243-269. doi : 10.5802/aif.972. https://aif.centre-mersenne.org/articles/10.5802/aif.972/
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