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Brownian motion in riemannian admissible complex

Taoufik Bouziane

math.PRarXiv:math/0403080

Abstract

The purpose of this work is to construct a Brownian motion with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous Markov processes with values in an admissible complex; we call every process of this family, isotropic transport process. We show that the family of the isotropic processes contains a subsequence, which converges weakly to a measure; we name it the Wiener measure. Then, using the finite dimensional distributions of the obtained Wiener measure, we construct a new admissible complex valued continuous Markov process: the Brownian motion. We finished with a geometric analysis of this Brownian motion, to determine the recurrent or transient behavior of such process.

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