Brownian motion and random walks on manifolds
Annales de l'Institut Fourier, Tome 34 (1984) no. 2, pp. 243-269.

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.

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.

@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 = {Imprimerie Durand},
     address = {28 - Luisant},
     volume = {34},
     number = {2},
     year = {1984},
     doi = {10.5802/aif.972},
     mrnumber = {85m:58186},
     zbl = {0523.60071},
     language = {en},
     url = {aif.centre-mersenne.org/item/AIF_1984__34_2_243_0/}
}
Varopoulos, Nicolas Th. Brownian motion and random walks on manifolds. Annales de l'Institut Fourier, Tome 34 (1984) no. 2, pp. 243-269. doi : 10.5802/aif.972. https://aif.centre-mersenne.org/item/AIF_1984__34_2_243_0/

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