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Chernoff's Theorem and Discrete Time Approximations of Brownian Motion on Manifolds
Authors:Oleg G Smolyanov  Heinrich v Weizsäcker  Olaf Wittich
Institution:1.Faculty of Mechanics and Mathematics,Moscow State University,Moscow,Russia;2.Fachbereich Mathematik,Technische Universit?t Kaiserslautern,Kaiserslautern,Germany;3.Mathematisches Institut,Universit?t Tübingen,Tübingen,Germany
Abstract:Let $(S(t))_{t \ge 0}$ be a one-parameter family of positive integral operators on a locally compact space $L$. For a possibly non-uniform partition of $0,1]$ define a finite measure on the path space $C_L0,1]$ by using a) $S(\Delta t)$ for the transition between any two consecutive partition times of distance $\Delta t$ and b) a suitable continuous interpolation scheme (e.g. Brownian bridges or geodesics). If necessary normalize the result to get a probability measure. We prove a version of Chernoff's theorem of semigroup theory and tightness results which yield convergence in law of such measures as the partition gets finer. In particular let $L$ be a closed smooth submanifold of a manifold $M$. We prove convergence of Brownian motion on $M$, conditioned to visit $L$ at all partition times, to a process on $L$ whose law has a density with respect to Brownian motion on $L$ which contains scalar, mean and sectional curvatures terms. Various approximation schemes for Brownian motion on $L$ are also given.
Keywords:approximation of Feller semigroups  Brownian bridge  conditional process  geodesic interpolation  infinite dimensional surface measure  (mean  scalar  sectional) curvature  pseudo-Gaussian kernels  Wick's formula  
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