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

16 Feb 2021  ·  Tianyu Ma, Vladimir S. Matveev, Ilya Pavlyukevich ·

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.

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Differential Geometry Analysis of PDEs Probability