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Brownian motion in infinite dimensional manifolds

Research output: Contribution to journalArticlepeer-review

Abstract

We discuss the extension to infinite dimensional Riemannian-Wiener manifolds of the transport approximation to Brownian motion, which was formulated by M. Pinsky for finite dimensional manifolds. A global representation is given for the Laplace-Beltrami operator in terms of the Riemannian spray and a homogenizing operator based upon the central hitting measure of the surface of the unit ball with respect to the Brownian motion on the model space.

Original languageEnglish
Pages (from-to)251-258
Number of pages8
JournalApplied Mathematics and Optimization
Volume13
Issue number1
DOIs
StatePublished - Apr 1985

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