Varopoulos: Brownian motion and random walks on manifolds

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Nicolas Th. Varopoulos
Brownian motion and random walks on manifolds
Annales de l'institut Fourier, 34 no. 2 (1984), p. 243-269, doi: 10.5802/aif.972
Article PDF | Reviews MR 85m:58186 | Zbl 0523.60071 | 1 citation in Cedram

Résumé - Abstract

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.

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