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Sample path properties of diffusion processes on compact manifolds

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Number-Theoretic Analysis

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1452))

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Abstract

For a diffusion process on a compact manifold M ϕ and ψ-mixing properties are established. A law of the iterated logarithm for the convergence of sample paths to the invariant measure of the diffusion with respect to the Vasserstein metric is deduced.

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Edmund Hlawka Robert F. Tichy

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© 1990 Springer-Verlag

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Blümlinger, M. (1990). Sample path properties of diffusion processes on compact manifolds. In: Hlawka, E., Tichy, R.F. (eds) Number-Theoretic Analysis. Lecture Notes in Mathematics, vol 1452. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0096977

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  • DOI: https://doi.org/10.1007/BFb0096977

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-53408-2

  • Online ISBN: 978-3-540-46864-6

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