VII: 09, 61-76, LNM 321 (1973)
FARAUT, Jacques
Fonction brownienne sur une variété riemannienne (
Miscellanea,
Gaussian processes)
As defined originally by Lévy in the case of spheres and euclidian spaces, a Brownian motion indexed by a point of a metric space $E$ is a centered Gaussian process $(X_t)_{t\in E}$ such that $E[(X_t-X_s)^2]=d(s,t)$, the distance. In a Riemannian manifold $d$ is understood to be the geodesic distance. The results of this paper imply that Brownian motions exist on spheres and Euclidean spaces (Lévy's original result), on real hyperbolic spaces, but not on quaternionic hyperbolic spaces
Comment: This article contains joint work with K. Harzallah
Keywords: Covariance,
Riemannian manifold,
Riemannian distance,
Lévy Brownian motions,
Several parameter Brownian motionsNature: Original
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