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Brownian motion on a manifold as a limit of Brownian motions with drift

✍ Scribed by P. Yu. Tarasenko

Book ID
110210576
Publisher
SP MAIK Nauka/Interperiodica
Year
2007
Tongue
English
Weight
380 KB
Volume
14
Category
Article
ISSN
1061-9208

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In this paper we shall show that every linear regular diffusion is a pathwise limit of processes which are rather simple in nature. These simple processes, which may be considered to be the basic building blocks of a general diffusion, are called stretched Brownian motions. They behave like Brownian