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Volumn 26, Issue 1, 2007, Pages 1-29

Chernoff's theorem and discrete time approximations of Brownian motion on manifolds

Author keywords

(Mean, scalar, sectional) curvature; Approximation of Feller semigroups; Brownian bridge; Conditional process; Geodesic interpolation; Infinite dimensional surface measure; Pseudo Gaussian kernels; Wick's formula

Indexed keywords


EID: 33846013541     PISSN: 09262601     EISSN: 1572929X     Source Type: Journal    
DOI: 10.1007/s11118-006-9019-z     Document Type: Article
Times cited : (72)

References (17)
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    • Some properties of the Eigenfunctions of the Laplace operator on Riemannian manifolds
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    • Minakshisundaram, S.1    Pleijel, A.2
  • 10
    • 33845988790 scopus 로고    scopus 로고
    • Conditioning Brownian motion to small tubular neighborhoods
    • In preparation
    • Sidorova, N., Smolyanov, O.G., Weizsäcker, H.v., Wittich, O.: Conditioning Brownian motion to small tubular neighborhoods. In preparation (2005)
    • (2005)
    • Sidorova, N.1    Smolyanov, O.G.2    Weizsäcker, H.V.3    Wittich, O.4
  • 11
    • 0346499305 scopus 로고    scopus 로고
    • The surface limit of Brownian motion in tubular neighbourhoods of an embedded Riemannian manifold
    • Sidorova, N., Smolyanov, O.G., Weizsäcker, H.v., Wittich, O.: The surface limit of Brownian motion in tubular neighbourhoods of an embedded Riemannian manifold. J. Funct. Anal. 206, 391-413 (2004)
    • (2004) J. Funct. Anal , vol.206 , pp. 391-413
    • Sidorova, N.1    Smolyanov, O.G.2    Weizsäcker, H.V.3    Wittich, O.4
  • 12
    • 33846024788 scopus 로고    scopus 로고
    • Smolyanov, O.G., Weizsäcker, H.v., Wittich, O.: Brownian motion on a manifold as limit of stepwise conditioned standard Brownian motions. In: Stochastic Processes, Physics and Geometry: New Interplays. II: A in Honour of S. Albeverio, 29 of Canad. Math. Soc. Conf. Proc., pp. 589-602. Amer. Math. Soc., Providence, Rhode Island (2000)
    • Smolyanov, O.G., Weizsäcker, H.v., Wittich, O.: Brownian motion on a manifold as limit of stepwise conditioned standard Brownian motions. In: Stochastic Processes, Physics and Geometry: New Interplays. II: A Volume in Honour of S. Albeverio, volume 29 of Canad. Math. Soc. Conf. Proc., pp. 589-602. Amer. Math. Soc., Providence, Rhode Island (2000)
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    • Unpublished Notes. Moscow
    • Tokarev, A.G.: Unpublished Notes. Moscow (2001)
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    • An explicit local uniform large deviation bound for Brownian bridges
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  • 17
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    • Effective dynamics on small tubular neighbourhoods
    • In preparation
    • Wittich, O.; Effective dynamics on small tubular neighbourhoods. In preparation (2005)
    • (2005)
    • Wittich, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.