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Summer 2005 Brownian motion in Riemannian admissible complexes
Taoufik Bouziane
Illinois J. Math. 49(2): 559-580 (Summer 2005). DOI: 10.1215/ijm/1258138035

Abstract

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.

Citation

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Taoufik Bouziane. "Brownian motion in Riemannian admissible complexes." Illinois J. Math. 49 (2) 559 - 580, Summer 2005. https://doi.org/10.1215/ijm/1258138035

Information

Published: Summer 2005
First available in Project Euclid: 13 November 2009

zbMATH: 1077.60058
MathSciNet: MR2164353
Digital Object Identifier: 10.1215/ijm/1258138035

Subjects:
Primary: 58J65
Secondary: 60J65

Rights: Copyright © 2005 University of Illinois at Urbana-Champaign

Vol.49 • No. 2 • Summer 2005
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