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Brownian motion on a $\mathbb{Z}$-cover

Let $(M,g)$ a smooth closed Riemannian manifold with non trivial first homology group $H^1(M,\mathbb{R})$. Any element of $H^1(M,\mathbb{Z})$ will define a riemannian $\mathbb{Z}$-cover of $M$ ...
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2 votes
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The Itō isometry for Riemannian manifolds

If $\alpha$ is a real smooth $1$-form, and if $\mathcal C$ is the space of continuous functions $c : [0,1] \to \mathbb R^n$, endowed with the Wiener measure $w$, and if $I_\alpha : \mathcal C \to \...
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2 votes
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What is the Wiener measure of the set of curves with given Hölder constant on a Riemannian manifold?

Let $M$ be a connected Riemannian manifold and $x_0 \in M$. For $0 < \alpha < \frac 1 2$, let $$H = \{ c : [0,1] \to M \mid c(0) = x_0 \text{ and } \exists C>0 \text { s.t. } d(c(s), c(t)) \...
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1 vote
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What do we know about Poisson boundaries of arbitrary Riemannian manifolds?

For closed manifolds, we know that the Poisson boundary is trivial due to compactness and for radially symmetric manifolds for which diffusion is one dimensional, there are A Brief Introduction to ...
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Independent increments for the Brownian motion on a Riemannian manifold

In am not a probabilist, but I must do some stochastic-flavoured work on a connected Riemannian manifold $M$. A nice thing about the Brownian motion on $\mathbb R^n$ is that we may talk about its ...
Alex M.'s user avatar
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