Brownian motion and random walks on manifolds
Annales de l'Institut Fourier, Volume 34 (1984) no. 2, p. 243-269
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.
On développe une procédure qui nous permet de discrétiser le mouvement brownien d’une variété riemannienne. On obtient ainsi une marche aléatoire qui est une bonne approximation du mouvement brownien.
@article{AIF_1984__34_2_243_0,
     author = {Varopoulos, Nicolas Th.},
     title = {Brownian motion and random walks on manifolds},
     journal = {Annales de l'Institut Fourier},
     publisher = {Imprimerie Durand},
     address = {28 - Luisant},
     volume = {34},
     number = {2},
     year = {1984},
     pages = {243-269},
     doi = {10.5802/aif.972},
     zbl = {0523.60071},
     mrnumber = {85m:58186},
     language = {en},
     url = {http://www.numdam.org/item/AIF_1984__34_2_243_0}
}
Varopoulos, Nicolas Th. Brownian motion and random walks on manifolds. Annales de l'Institut Fourier, Volume 34 (1984) no. 2, pp. 243-269. doi : 10.5802/aif.972. http://www.numdam.org/item/AIF_1984__34_2_243_0/

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