Geodesic Random Walks, Diffusion Processes and Brownian Motion on Finsler Manifolds
نویسندگان
چکیده
منابع مشابه
Random Walks and Brownian Motion
In today’s lecture we present the Brownian motion (BM). We start with an intuitive discussion, describing the BM as a limit of SRW. We present some of the BM properties and try to explain why we can expect these properties from a limit of SRW. We then give a formal definition for BM and prove such a process exists (Wiener 1923). Before the proof we give some important facts about the normal dis...
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ژورنال
عنوان ژورنال: The Journal of Geometric Analysis
سال: 2021
ISSN: 1050-6926,1559-002X
DOI: 10.1007/s12220-021-00723-z